Weekly VWAP Band

• 10/13/2023 at 1:20 PM #222391
  oyinloyea

  Can someone on the platform help me with a weekly VWAP band.

  Thanks in advance

  

  oyinloyea

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  10/13/2023 at 6:30 PM #222400
  JS

  Hi,

  Try this one…

   

  VWAP Weekly

  TimeFrame(Daily) N=5 VW = Close * Volume VolumeSum = Summation[N](Volume) VolumeWeightedSum = Summation[N](VW) VWAP = VolumeWeightedSum / VolumeSum STV= STD[N](vwap) upline2 = vwap + stv * 2 dnline2 = vwap - stv * 2 Return VWAP Coloured("Red"), upline2 Coloured("Green"), dnline2 Coloured("Green")

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  TimeFrame(Daily) N=5 VW = Close * Volume VolumeSum = Summation[N](Volume) VolumeWeightedSum = Summation[N](VW) VWAP = VolumeWeightedSum / VolumeSum STV= STD[N](vwap) upline2 = vwap + stv * 2 dnline2 = vwap - stv * 2 Return VWAP Coloured("Red"), upline2 Coloured("Green"), dnline2 Coloured("Green")

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  oyinloyea

  

  JS

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