The standard sometimes lags on big price moves, when there's not much "underneath them".
This indicator tries to combat that by adding the option to weigh in large price moves in the calculation, even without large ,
and can give you faster targets after big "pumps" and "dumps".
I AM NOT A FINANCIAL ADVISOR.
THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
ALWAYS DO YOUR OWN RESEARCH!
A little tip is always nice!
One time to show the normal vwap, and one time to show it with the volatility weighting added,µ
so you an see the difference.
So if you want both lines to show you can either add the indicator 2 times or you can quite easily add a second plot in the script.