vwap bands with more than 3 deviation bands

• 10/26/2020 at 7:35 PM #148571
  ed65

  hi , is it possible to add deviation bands to the 3 usual ones

  

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  10/27/2020 at 8:36 AM #148621
  Nicolas

  Below is the code of the VWAP with 4 standard deviation bands:

  //PRC_VWAP intraday //SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM //09.01.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge if day<>day[1] then d=0 else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap)) SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDup4 = vwap+sd*4 SDlw3 = vwap-sd*3 SDlw4 = vwap-sd*4 endif if vwap>vwap[1] then color = 1 else color = -1 endif RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP", SDup1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 1 STD", SDlw1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 1 STD", SDup2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 2 STD", SDlw2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 2 STD", SDup3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 3 STD", SDlw3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 3 STD",SDup4 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 4 STD", SDlw4 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 4 STD"

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  //PRC_VWAP intraday //SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM //09.01.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   if day<>day[1] then d=0 else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap))   SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDup4 = vwap+sd*4 SDlw3 = vwap-sd*3 SDlw4 = vwap-sd*4 endif   if vwap>vwap[1] then color = 1 else color = -1 endif     RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP", SDup1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 1 STD", SDlw1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 1 STD", SDup2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 2 STD", SDlw2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 2 STD", SDup3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 3 STD", SDlw3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 3 STD",SDup4 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 4 STD", SDlw4 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 4 STD"

   

   

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  Nicolas

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  10/27/2020 at 9:55 AM #148634
  Vonasi

  ed65 – Topic moved to the ProBuilder forum as it is an indicator question. Please try to post in the most relevant forum with future topics.

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