出来高加重平均価格 ATR バンド – VWAPAB

SQX 137以降で動作します。.

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.

2つのコンポーネントについての簡単な説明は以下の通りです：

1. Volume Weighted Average Price (VWAP): VWAP is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security. VWAP is calculated by adding up the dollars traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded for the day.
2. アベレージ・トゥルー・レンジ（ATR）：ATRは、J・ウェルズ・ワイルダー・ジュニアによって開発されたボラティリティ指標であり、特定の期間における価格変動の度合いやボラティリティを測定します。ATRはトゥルー・レンジの平均を取ることで計算されます。トゥルー・レンジとは、「当日の高値と当日の安値の差」、「当日の高値と前日終値の差の絶対値」、「当日の安値と前日終値の差の絶対値」のうち、最も大きいものです。.

To create VWAP ATR Bands, you would first calculate the VWAP line and then add or subtract a multiple of the ATR from the VWAP. This multiple is typically a user-defined parameter that can be adjusted according to the desired sensitivity of the bands. The result is an upper and lower band that represents a range around the VWAP, which can be used to identify potential support and resistance levels or to gauge the strength of price moves relative to the VWAP.

VWAP ATR Bands can be used in various ways, such as identifying potential entry and exit points, setting stop-loss and take-profit levels, and evaluating the strength of trends. Keep in mind, though, that like any technical indicator, VWAP ATR Bands should be used in conjunction with other tools and analysis techniques to improve trading decisions.

このインジケーターには以下のパラメータがあります

• VWAP Period –  Lookback Period of VWAP

インジケーターの対応プラットフォーム：MT4 / MT5 / TradeStation / MultiCharts

カスタムブロックを使えば、条件分岐を簡単に行うことができます。詳細はこちらをご覧ください：

• https://strategyquant.com/doc/strategyquant/custom-blocks/
• https://strategyquant.com/doc-category/strategy-templates-custom-blocks/
• https://www.youtube.com/watch?v=CGkn5kh_etc

このモジュールでは、カスタムブロックを変更することもできます。ピリオドの変更、ステップの変更などを行います。.

SQXにカスタムインジケーターをインポートする方法：

• https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/