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Date/Time: Tue, 14 May 2024 09:25:00 +0000



Post From: Plot VWAP Bands

[2020-01-06 14:21:50]
User233430 - Posts: 5
Hi,

I would like to Plot VWAP Bands based on below formulas

VWAP + StdDeviation( absolute(VWAP-LastPrice), SDPeriods))
VWAP + StdDeviation( absolute(VWAP-LastPrice), SDPeriods)) * 2
VWAP + StdDeviation( absolute(VWAP-LastPrice), SDPeriods)) * 3
VWAP - StdDeviation( absolute(VWAP-LastPrice), SDPeriods))
VWAP - StdDeviation( absolute(VWAP-LastPrice), SDPeriods)) * 2
VWAP - StdDeviation( absolute(VWAP-LastPrice), SDPeriods)) * 3

Do you have any study / option available to plot bands based on these forumlas where SDPeriods value to be 300.

Please let me know

Thanks.