Hello,
It seems there is an issue with the SD.
They just remains with same value. (snapshot attached).
I tried to use another vwap code using MTF and adding the SD to it, but the work around isnt showing anything besides the mtf vwap:
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// --- settings
startDate = 20210621
startTime = 20000
viewSD = 1
// --- end of settings
timeframe (15 minutes ,updateonclose )
VWAP= undefined
SDup1 = undefined
SDlw1 = undefined
SDup2 = undefined
SDlw2 = undefined
SDup3 = undefined
SDlw3 = undefined
if opendate = startDate and opentime = starttime then
startbar= barindex
flag = 1
endif
if opendate >= startDate and flag then
barcount= barindex - startbar
d = max (1 , barcount)
VWAP = SUMMATION [ d] (volume * typicalprice )/ SUMMATION [ d] (volume )
if (barcount= 0 ) then
sd = 0
else
sd = SUMMATION [ d] (max (abs (high - vwap),abs (vwap- low )))/ d
endif
if viewSD then
SDup1 = vwap+ sd
SDlw1 = vwap- sd
SDup2 = vwap+ sd* 2
SDlw2 = vwap- sd* 2
SDup3 = vwap+ sd* 3
SDlw3 = vwap- sd* 3
endif
if vwap> vwap[ 1 ] then
color = 1
else
color = - 1
endif
endif
RETURN VWAP as "VWAP dev weekly"
