Moving Averages + BB & R.VWAP StDev (multi-tf)

Moving Averages + Bollinger Bands and Rolling Volume Weighted Average Price with Standard Deviation Bands (Multi Timeframe)

Multiple moving averages can be independently applied.
The length, type and timeframe of each moving average are configurable.
The lines and colors are customizable too.

This script can display:
  • Moving Averages
  • Bollinger Bands
  • Rolling VWAP and Standard Deviation Bands

Types of Moving Averages:
  • Simple Moving Average (SMA)
  • Exponential Moving Average (EMA)
  • Smoothed Moving Average (SMMA)
  • Weighted Moving Average (WMA)
  • Volume Weighted Moving Average (VWMA)
  • Least Squares Moving Average (LSMA)
  • Hull Moving Average (HMA)
  • Arnaud Legoux Moving Average (ALMA)

Moving Average
Moving Averages are price based, lagging (or reactive) indicators that display the average price of a security over a set period of time.
A Moving Average is a good way to gauge momentum as well as to confirm trends, and define areas of support and resistance.

Bollinger Bands
Bollinger Bands consist of a band of three lines which are plotted in relation to security prices.
The line in the middle is usually a Simple Moving Average (SMA) set to a period of 20 days (the type of trend line and period can be changed by the trader, a 20 day moving average is by far the most popular).
The SMA then serves as a base for the Upper and Lower Bands which are used as a way to measure volatility by observing the relationship between the Bands and price.

Rolling VWAP
The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of the day.
Such VWAPs cannot be used on daily, weekly or monthly charts. Instead, this rolling VWAP uses a time period that automatically adjusts to the chart's timeframe.
You can thus use the rolling VWAP on any chart that includes ​volume information in its data feed.
Because the rolling VWAP uses a moving window, it does not exhibit the jumpiness of VWAP plots that reset.

Based on the previous script :

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