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MilesT
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Thanks ValueTrader for posting this code. Can you show me how to modify it to start at a particular time, say 1800? Thanks in advance, MilesT Code: vars: vwap(0), pv(0), Totalvolume(0), Barfromstart(0), Squareddeviations(0), Probabilityweighteddeviations(0), deviationsum(0), standarddeviation(0); If date > date[1] then begin Barfromstart=0; pv=AvgPrice*volume; Totalvolume=volume; vwap=pv/totalvolume; end else begin Barfromstart=Barfromstart[1]+1; pv=pv[1] + AvgPrice*Volume; Totalvolume=Totalvolume[1] + Volume; vwap=pv/Totalvolume; end; deviationsum=0; for value1= 0 to Barfromstart begin Squareddeviations=Square( vwap-avgprice[value1]); Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume; deviationsum=deviationsum +Probabilityweighteddeviations; end; standarddeviation=SquareRoot(deviationsum); Plot1(vwap); Plot2(vwap+standarddeviation); Plot3(vwap+2*standarddeviation); Plot4(vwap-standarddeviation); Plot5(vwap-2*standarddeviation);