VWAP Suite by Augur - Multi Period

28 de jan.

Overview
The Multi-Timeframe VWAP Suite revolutionizes price analysis by combining institutional-grade volume-weighted pricing with multi-period deviation analytics. This professional toolkit simultaneously tracks VWAP across 5 time horizons (Daily to Yearly) with smart deviation bands, offering traders unparalleled insight into market structure and volatility dynamics.

Key Features

Multi-Timeframe VWAP Matrix
Simultaneous Daily/Weekly/Monthly/Quarterly/Yearly VWAP tracking
Institutional-level volume-weighted calculations
Independent timeframe toggles for focused analysis

Smart Deviation Architecture
Dual-layer standard deviation bands (1σ & 2σ)
Separate colors for upper/lower deviation zones
Adaptive 95% transparency fills for layered visualization

Professional Visual Design
Strategic color coding per timeframe (FIXED palette)
Dark Blue/Yellow/Purple/Pink/Red VWAP hierarchy
Orange-Green-Red-Blue deviation band system

Advanced Calculation Engine
HLC3 price source integration
Cumulative volume-weighting algorithm
Real-time standard deviation updates

1 de fev.

Notas de Lançamento

Update v2.1 - Added Multi-Timeframe Standard Deviation Support

- Added the ability to select standard deviation time frames (daily, weekly, monthly, quarterly, yearly, or dynamic).
- Updated the plotting logic to display standard deviation bands for the selected time frame.
- Improved flexibility for users to customize deviation settings.

10 de fev.

Notas de Lançamento

Added sophisticated color gradient system for improved price structure analysis and immediate visual interpretation of market conditions. The new zone coloring helps traders quickly identify:

High-probability reversal areas

Strong momentum levels

Range-bound conditions

Deviation Band 3

3 Customizable STD Multipliers

Adaptive Bands (Dynamic Volatility Adjustment)

Volume-Weighted Deviation Calculation