VWAP Stdev Bands v2 Mod — Indicateur par TheYangGuizi

sandroturrate vwap bands deviation standarddeviation modification

original script by /u/SandroTurriate/ - I just made some small changes.

Vwap + standard deviation bands. Good for reversal trading among other things. Used intraday.
Very useful when price is ranging.

I added the option to fill the spaces between the deviation lines with color and also the option to add some extra bands. That's about it. Color/length/style etc is customizable.

Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?

study("VWAP Stdev Bands v2 Mod", overlay=true)
devUp1 = input(1.28, title="Stdev above (1)")
devDn1 = input(1.28, title="Stdev below (1)")

devUp2 = input(2.01, title="Stdev above (2)")
devDn2 = input(2.01, title="Stdev below (2)")

devUp3 = input(2.51, title="Stdev above (3)")
devDn3 = input(2.51, title="Stdev below (3)")

devUp4 = input(3.09, title="Stdev above (4)")
devDn4 = input(3.09, title="Stdev below (4)")

devUp5 = input(4.01, title="Stdev above (5)")
devDn5 = input(4.01, title="Stdev below (5)")

showDv2 = input(true, type=bool, title="Show second group of bands?")
showDv3 = input(true, type=bool, title="Show third group of bands?")
showDv4 = input(false, type=bool, title="Show fourth group of bands?")
showDv5 = input(false, type=bool, title="Show fifth group of bands?")

showPrevVWAP = input(false, type=bool, title="Show previous VWAP close")

start = security(tickerid, "D", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)
v2sum = iff(newSession, volume*hl2*hl2, v2sum[1]+volume*hl2*hl2)
myvwap = vwapsum/volumesum
dev = sqrt(max(v2sum/volumesum - myvwap*myvwap, 0))

A=plot(myvwap,style=circles, title="VWAP", color=black)
U1=plot(myvwap + devUp1 * dev,style=circles, title="VWAP Upper", color=gray)
D1=plot(myvwap - devDn1 * dev, style=circles, title="VWAP Lower", color=gray)

U2=plot(showDv2 ? myvwap + devUp2 * dev : na, color=red, title="VWAP Upper (2)")
D2=plot(showDv2 ? myvwap - devDn2 * dev : na, color=green, title="VWAP Lower (2)")

U3=plot(showDv3 ? myvwap + devUp3 * dev : na, title="VWAP Upper (3)", color=red)
D3=plot(showDv3 ? myvwap - devDn3 * dev : na, title="VWAP Lower (3)", color=green)

U4=plot(showDv4 ? myvwap + devUp4 * dev : na, title="VWAP Upper (4)", color=red)
D4=plot(showDv4 ? myvwap - devDn4 * dev : na, title="VWAP Lower (4)", color=green)

U5=plot(showDv5 ? myvwap + devUp5 * dev : na, title="VWAP Upper (5)", color=red)
D5=plot(showDv5 ? myvwap - devDn5 * dev : na, title="VWAP Lower (5)", color=green)
prevwap = iff(newSession, myvwap[1], prevwap[1])
plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)


fill(U1, U2, color=red, transp=90, title="Over Bought Fill 1")
fill(D1, D2, color=green, transp=90, title="Over Sold Fill 1")
fill(U2, U3, color=red, transp=90, title="Over Bought Fill 2")
fill(D2, D3, color=green, transp=90, title="Over Sold Fill 2")
fill(U3, U4, color=red, transp=90, title="Over Bought Fill 3")
fill(D3, D4, color=green, transp=90, title="Over Sold Fill 3")
fill(U4, U5, color=red, transp=90, title="Over Bought Fill 4")
fill(D4, D5, color=green, transp=90, title="Over Sold Fill 4")
fill(A, U1, color=gray, transp=90, title="Middle Fill Up")
fill(A, D1, color=gray, transp=90, title="Middle Fill Down")