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wnG - VWAP MOD

2550
Modified version of VWAP :

Classic VWAP with 6 levels based on the Average True Range to identify the distance and distribution of the prices around the VWAP.

There are 2 calcul methodologies for the bands
- Last 24 Hours Average True Range
- Progressive Average True Range starting from 00:00

As prices tend to move around the VWAP level, favor LONG positions in the GREEN ZONE (and SHORT in the RED ZONE).

How to use it :
Avoid taking long position when price is in the RED ZONE
Avoid taking short position when price is in the GREEN ZONE

==> Adjust the settings depending on your timeframe and asset
Notes de version
Update : minor fix

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