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Date/Time: Sun, 11 May 2025 03:05:37 +0000

Post From: Problems with rolling VWAP standard deviations.

[2018-01-09 16:50:39] Link To Thread - Link To Post [Go To First Post]
User995923 - Posts: 64
I attached 2 charts comparing the STDEV of the 2day normal VWAP study with the SDEV of the rolling 2day study (option: trading days) The results are too different to the point I cannot trust the SDEV bands of the rolling indicator. Maybe you are missing a minor detail?


ETHUSD-BITFINEX 5 Min #3 2018-01-09 18_45_24.613.png / V - Attached On 2018-01-09 16:50:04 UTC - Size: 104.67 KB - 402 views EURJPY 5 Min #3 2018-01-09 18_39_50.222.png / V - Attached On 2018-01-09 16:50:16 UTC - Size: 88.44 KB - 389 views Attachment Deleted.