QF VWAP

3 Jun 2021

Multi-timeframe VWAP with Standard Deviation Bands

VWAP is a moving average that takes traded volume into its weighting. Heavier trading activity has a greater impact on its direction. Low volume periods will have a smaller impact on the VWAP compared to high volume periods.

The VWAP is important because institutional investors often use it to determine what the ‘fair value’ of the asset is. There is likely going to be a reaction when price goes near the VWAP.

• Different Anchor options (Session / Weekly / Monthly / Quarterly / Yearly)
  
• Automatic Bar coloring
  
• Signals when extreme conditions are met
  
• Multiplier for Standard Deviation can be changed
  
• Show previous VWAP close
  

31 Des 2021

Catatan Rilis

• Color customization
  

11 Mar 2022

Catatan Rilis

QF VWAP v2

• Multiple Anchored VWAP's (options : Session, Week, Month, Quarter, Year, Decade, Century) with labels
  
• 2 Types of Stdev Bands
  
• Improved auto coloring
  
• 2 Color themes
  

11 Mar 2022

Catatan Rilis