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Direct MessagesDate/Time: Sun, 26 May 2024 02:27:12 +0000
Post From: VWAP Study calculation error or mislabeling?
| [2019-08-04 19:58:58] |
| SC Support Tom - Posts: 450 |
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When the St. Deviation Band Calculation Method Input is set to VWAP Variance, a volume-weighted Standard Deviation of the Price data is computed. One thing to note is that the VWAP is used in place of the Mean in that calculation. When that same Input is set to Standard Deviation, then the Standard Deviation of the VWAP (not the Price) is computed.
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