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Date/Time: Mon, 15 Sep 2025 16:46:44 +0000

Post From: VWAP Study calculation error or mislabeling?

[2019-08-04 19:58:58] Link To Thread - Link To Post [Go To First Post]
SC Support Tom - Posts: 450
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.