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VWAP and Standard Deviation

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  • VWAP and Standard Deviation

    Hello;

    I am looking for a custom study that will display the VWAP (volume weighted average price) in real time and will calc three (3) standard deviations from that price point on either side (positive and negative). I have seen a custom study called "volume profile (RT)" on an Esignal chart, but have not been able to locate it in the library files. I appreciate any help you might offer.

    Best Regards,
    Steve

  • #2
    Steve,

    You may want to look at Chris Kryza's Volume Profile scripts that are posted here and that [amongst other things] calculate the peak volume price.



    AveryH

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