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
Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact Q3FLOW for more information, or follow the author's instructions below.

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