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Date/Time: Sun, 28 Apr 2024 21:13:19 +0000



Plot VWAP Bands

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[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.
[2020-01-06 18:22:48]
John - SC Support - Posts: 31159
This has been responded to in this thread:
VWAP Bands
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