Width of the ±2σ VWAP bands as a fraction of the session VWAP.
Preview
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What it measures
Volume-weighted standard-deviation bands around VWAP, and how many of them the close sits from it.
- Inputs
- Standard deviations 2
- Output
- A line, in percent
- Feeds
- Risk and sizing rules
- Warm-up
- 3 bars before its first reading
- Updates
- When each bar closes
- Filters entries
- No. It’s measured and charted, and doesn’t change which entries are taken.
- Part of
- VWAP Bands
- Also known as
- VWAP Deviation, VWAP Standard Deviation