Exponential Volume Weighted Average Price and Deviations.
Selectable intervals (daily/weekly/monthly/yearly vwap). Options to change deviation multipliers and display interval closing values for the previous interval.
Uses volume weighted EMA for the interval as the basis/vwap & exponential deviations calculated using the exponential vwap as the mean.
Hi, It looks like great but I wonder the difference. What is difference between "Exponential VWAP & Deviations" and "Anchored VWAP & Standard Deviations".
It looks like great but I wonder the difference. What is difference between "Exponential VWAP & Deviations" and "Anchored VWAP & Standard Deviations".