VWAP Indicator with 1SD and 2SD bands

[ppcl 10]

Hi,

 

I am new to this group. Thanks for sharing about vwap indicator. I find that the indicator cannot sync with the time session of CL (crude oil future contract: Sunday - Friday 6:00 p.m. - 5:00 p.m.). It start calculation at 00:00 am. Can anyone help to adjust it to sync with the trading session of CL? Thanks.

[johnnydaymon 11]

Works fine sir , you need the correct ticker ! right click, Format analysis techniques, format ,(select your indicator ) , scaling , scale on ; same as underlining data ! Done and any other changes you got to go under the hood (code )

[johnnydaymon 11]

You can add Tam's paint the town red and a J pearly vwap and your thrunning !

[ppcl 10]

Works fine sir , you need the correct ticker ! right click, Format analysis techniques, format ,(select your indicator ) , scaling , scale on ; same as underlining data ! Done and any other changes you got to go under the hood (code )

 

johnny daymon, thanks for reply. You see the vwap indicator start to calculate and draw everyday but trading time of CL products is 0600 to 0500 (trading time across 2 days). Anyone can help, thanks?

[johnnydaymon 11]

Read J pearls vwap threads ( your homework ) Here is the first one !

 

http://www.traderslaboratory.com/forums/market-profile/1990-trading-market-statistics-ii-volume-weighted.html

[Quantower 0]

Quote

 

Quantower has VWAP tool with STD (standard deviations) and with MPD (Maximum Permissible Deviation), that is similar to the standard deviation but is calculated as (VWAP period high - VWAP period low)/2;

Anchored VWAP (custom vwap)
Specify the start point on the chart and anchored VWAP will draw a line to the current moment. 

[landorra 3]

Didn't see this thread so far. Interesting. Can you download a template with all settings preconfigured?