OPEN-SOURCE SCRIPT
Updated

Candle Level of VWAP [By MUQWISHI]

The "Price of Volume Weighted Average Price" (PVWAP) indicator calculates the VWAP standard deviation of bar price.

snapshot

Features:
1. Ability to smooth the "Price of Volume Weighted Average Price" line.
2. Ability to choose the anchor period (timeframes).

Let me know if you have any questions.
Thanks.
Release Notes
Added Spikes Filter Checkmark
Release Notes
Minor updates to filtering and line smoothing.
Release Notes
  • Updated Name to "Candle Level of VWAP".
  • Added Length Anchor Type.
  • Optimized Code.

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