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QF VWAP

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Multi-timeframe VWAP with Standard Deviation Bands

VWAP is a moving average that takes traded volume into its weighting. Heavier trading activity has a greater impact on its direction. Low volume periods will have a smaller impact on the VWAP compared to high volume periods.

The VWAP is important because institutional investors often use it to determine what the ‘fair value’ of the asset is. There is likely going to be a reaction when price goes near the VWAP.

  • Different Anchor options (Session / Weekly / Monthly / Quarterly / Yearly)
  • Automatic Bar coloring
  • Signals when extreme conditions are met
  • Multiplier for Standard Deviation can be changed
  • Show previous VWAP close
Release Notes
  • Color customization
Release Notes
QF VWAP v2

  • Multiple Anchored VWAP's (options : Session, Week, Month, Quarter, Year, Decade, Century) with labels
  • 2 Types of Stdev Bands
  • Improved auto coloring
  • 2 Color themes
Release Notes
snapshot

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