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Date/Time: Fri, 27 Dec 2024 07:16:04 +0000



Post From: VWAP Bands

[2020-01-06 16:08:30]
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 forumla, In this case I want SDPeriods values to be 300.

Please let me know

Thanks.