PROTECTED SOURCE SCRIPT
[MattLet] VWAPS + Standard Deviation Bands MTF
VWAP is the volume-weighted average price for a futures contract plotted as a line on the price chart. The calculation is the sum of traded volume, multiplied by the price, divided by the sum of the traded volume.
This study has a number of uses. It provides the current volume-weighted average price for the trading day or the trading session.
I have added Standard Deviation Bands to the VWAP indicator. This indicator has three upper and three lower bands. The Standard Deviation Factor of these bands can be set in the parameters.
Features:
1 - VWAPS Multi Timeframe
2 - Standard Deviations Bands Multi Timeframe
3 - Colored candles/bars on "Daily Vwap" crossing up and down.
4 - Every elements styles edition.
This study has a number of uses. It provides the current volume-weighted average price for the trading day or the trading session.
I have added Standard Deviation Bands to the VWAP indicator. This indicator has three upper and three lower bands. The Standard Deviation Factor of these bands can be set in the parameters.
Features:
1 - VWAPS Multi Timeframe
2 - Standard Deviations Bands Multi Timeframe
3 - Colored candles/bars on "Daily Vwap" crossing up and down.
4 - Every elements styles edition.
Script protégé
Ce script est publié en code source fermé et vous pouvez l'utiliser librement. Vous pouvez le préférer pour l'utiliser sur un graphique. Vous ne pouvez pas visualiser ou modifier son code source.
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