VWAP Stdev Bands v2 Mod — Indicador por TheYangGuizi

sandroturrate vwap bands deviation standarddeviation modification

original script by /u/SandroTurriate/ - I just made some small changes.

Vwap + standard deviation bands. Good for reversal trading among other things. Used intraday.
Very useful when price is ranging.

I added the option to fill the spaces between the deviation lines with color and also the option to add some extra bands. That's about it. Color/length/style etc is customizable.

Script de código aberto

Dentro do verdadeiro espírito TradingView, o autor deste script publicou ele como um script de código aberto, para que os traders possam compreender e checar ele. Um viva ao autor! Você pode usá-lo gratuitamente, mas a reutilização deste código em uma publicação é regida pelas Regras da Casa. Você pode favoritá-lo para usá-lo em um gráfico.

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.

Quer usar esse script no gráfico?

study("VWAP Stdev Bands v2 Mod", overlay=true)
devUp1 = input(1.28, title="Stdev above (1)")
devDn1 = input(1.28, title="Stdev below (1)")

devUp2 = input(2.01, title="Stdev above (2)")
devDn2 = input(2.01, title="Stdev below (2)")

devUp3 = input(2.51, title="Stdev above (3)")
devDn3 = input(2.51, title="Stdev below (3)")

devUp4 = input(3.09, title="Stdev above (4)")
devDn4 = input(3.09, title="Stdev below (4)")

devUp5 = input(4.01, title="Stdev above (5)")
devDn5 = input(4.01, title="Stdev below (5)")

showDv2 = input(true, type=bool, title="Show second group of bands?")
showDv3 = input(true, type=bool, title="Show third group of bands?")
showDv4 = input(false, type=bool, title="Show fourth group of bands?")
showDv5 = input(false, type=bool, title="Show fifth group of bands?")

showPrevVWAP = input(false, type=bool, title="Show previous VWAP close")

start = security(tickerid, "D", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)
v2sum = iff(newSession, volume*hl2*hl2, v2sum[1]+volume*hl2*hl2)
myvwap = vwapsum/volumesum
dev = sqrt(max(v2sum/volumesum - myvwap*myvwap, 0))

A=plot(myvwap,style=circles, title="VWAP", color=black)
U1=plot(myvwap + devUp1 * dev,style=circles, title="VWAP Upper", color=gray)
D1=plot(myvwap - devDn1 * dev, style=circles, title="VWAP Lower", color=gray)

U2=plot(showDv2 ? myvwap + devUp2 * dev : na, color=red, title="VWAP Upper (2)")
D2=plot(showDv2 ? myvwap - devDn2 * dev : na, color=green, title="VWAP Lower (2)")

U3=plot(showDv3 ? myvwap + devUp3 * dev : na, title="VWAP Upper (3)", color=red)
D3=plot(showDv3 ? myvwap - devDn3 * dev : na, title="VWAP Lower (3)", color=green)

U4=plot(showDv4 ? myvwap + devUp4 * dev : na, title="VWAP Upper (4)", color=red)
D4=plot(showDv4 ? myvwap - devDn4 * dev : na, title="VWAP Lower (4)", color=green)

U5=plot(showDv5 ? myvwap + devUp5 * dev : na, title="VWAP Upper (5)", color=red)
D5=plot(showDv5 ? myvwap - devDn5 * dev : na, title="VWAP Lower (5)", color=green)
prevwap = iff(newSession, myvwap[1], prevwap[1])
plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)


fill(U1, U2, color=red, transp=90, title="Over Bought Fill 1")
fill(D1, D2, color=green, transp=90, title="Over Sold Fill 1")
fill(U2, U3, color=red, transp=90, title="Over Bought Fill 2")
fill(D2, D3, color=green, transp=90, title="Over Sold Fill 2")
fill(U3, U4, color=red, transp=90, title="Over Bought Fill 3")
fill(D3, D4, color=green, transp=90, title="Over Sold Fill 3")
fill(U4, U5, color=red, transp=90, title="Over Bought Fill 4")
fill(D4, D5, color=green, transp=90, title="Over Sold Fill 4")
fill(A, U1, color=gray, transp=90, title="Middle Fill Up")
fill(A, D1, color=gray, transp=90, title="Middle Fill Down")