</> Codebase - vwap
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Volume Weighted Average Price Bollinger Bands – VWAPBB
Volume Weighted Average Price (VWAP) Bollinger Bands is a technical analysis indicator that combines the concepts of Volume Weighted Average Price (VWAP) and Bollinger Bands to create dynamic support and resistance levels, or "bands", around the VWAP line. This indicator helps traders to gauge the volatility and price action around the VWAP, providing additional insights for potential trade setups.
moving average
volume
vwap
bollinger bands
Volume Weighted Average Price
Indicators / Signals
Volume Weighted Average Price ATR Bands – VWAPAB
Volume Weighted Average Price (VWAP) ATR Bands is a technical analysis indicator that combines the concepts of Volume Weighted Average Price (VWAP) and Average True Range (ATR) to create dynamic support and resistance levels, or "bands", around the VWAP line. This indicator helps traders to gauge the volatility and price action around the VWAP, providing additional insights for potential trade setups.
atr
moving average
average
volume
vwap
atr bands
Indicators / Signals
Volume-Weighted Average Price (VWAP)
In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.
volume
vwap
averafe
price