VWAP bands

[eurostoxx]

Hi

I would like to make some bands around VWAP (I am using the amvwap2.efs that montenegro has so graciously coded for us)

Specifically I wonder if I could make a band displays the Standard Deviation of the VWAP (since VWAP is just the average of a series, we could also computer the variation)

is there any easy way to do this, seeing how the VWAP code is locked in the "library"

specifically here is the calculation for the ST Deviation bands (it is actually the max price difference vs VWAP). Its a great study.

[eurostoxx]

Middle Band = Pvwap

Upper Band = Middle Band + (x) Standard Deviation

Lower Band = Middle Band – (x) Standard Deviation

Note: For the VWAP standard deviation calculation, X represents the VWAP value calculated at each bar and x is the average of the VWAP since the session start. The standard deviation will be zero on the first bar of each session since ( xi - x ) will be zero and N is one.

Additional Bands:

Price Diff Std Dev: A band calculation type that takes the maximum distance between the VWAP and the High or Low of each bar to use in the standard deviation calculation listed above.
Example: If the VWAP was 102 and the high and low are 104 and 101 respectively, then the max price difference of 2 would be the xi value. X-bar would be the average of these differences for all bars in this session.

Tick Offset: A band calculation type that adds and subtracts the number of ticks specified from the VWAP. This is similar to a moving average envelope.