OPEN-SOURCE SCRIPT

Anchored VWAP & Standard Deviations

Updated
Calculates VWAP from a fixed point in time as well as standard deviations.

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Release Notes
  • Added options for multiple standard deviations and intervals (default is every 0.5 up to 4 σ)
  • Used some of the new pine 4 features to help with clarity (multiples make a bit of a spaghetti chart) and quickly setting up multiple AVWAPs. Labeling and bulk color changes etc.
experimentalStandard DeviationVolume Weighted Average Price (VWAP)

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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