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VWAP StdDev Bands - Multi-type VWAP: Period, Date, Earnings

This VWAP indicator differs from the rest in that it is customizable for 3 distinct VWAP types, among other features that may be useful.

VWAP types:

Additional features common to all VWAP types:
  • Standard Deviation Bands
  • Coloring based on Price vs Deviation Bands
  • Coloring of VWAP based on VWAP Slope


Each of the VWAP types are described below:

Period VWAP
Simple period VWAP which allows preset, as well as custom periods.
Resets at the start of each period.
Also allows setting a custom session time for reset at specific time of day.

Date VWAP
Date anchored VWAP which does not reset.
VWAP will start from the selected date.
Pictured: AAPL Date VWAP from 2018-08-27

Earnings VWAP
VWAP which resets on every earnings report. The symbol must be stock with available earnings data.


Multiple types can be used in conjunction with one another only by adding multiple of the indicator to your chart.

Feel free to leave any comments, questions, or bug reports. All are welcome.
Enjoy!
リリースノート: Updates:
  • Added the ability to set the VWAP's data source.
  • Fixed an issue where DateVWAP would draw even before the specified anchor date had been reached.
  • Improved the way VWAP behaves when a new session begins/VWAP resets (no longer draws ugly lines directly to the new price, instead it continues until the new session and ends abruptly).
リリースノート: Rollback previous release due to some issues with imperfect drawing on session changes.
リリースノート: Added the ability to select the source data for calculating VWAP

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