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pmk07

Rolling EMAVWAP with Standard Deviation Bands

pmk07  
Volume Weighted Average Price (VWAP) Exponential Moving Average (EMA)
159
2
vwap ema
This is experimental code trying to implement exponentially decreasing weights over time in a simple VWAP.
Also i applied EMA rules when calculating the Standard Deviation Bands.
The script produces results from 1 candle.
There is an "log space" option to neutralize bands shifts when charting in log space - this gives the correct geometrically equal distances on both sides of the emaVWAP.
Open-source script

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