Smoothed VWAP Bands

15 ชั่วโมงที่ผ่านมา

🎯 Best Smoothing Setting for Scalping (What You Should Use)
Style σ Smoothing Result
Fast scalping (1min) EMA 14 Very responsive, still filters noise
Balanced intraday (1–5min) EMA 20 Best overall reliability
Slow confirmation (5–15min) EMA 30 Eliminates nearly all fakeouts

✅ What We Are Actually Smoothing
You are NOT smoothing VWAP itself.
You are smoothing the standard deviation (σ) that creates the VWAP bands:


✔ What this does:
* Computes the raw standard deviation (σ) of price relative to VWAP
* Smooths that σ using EMA smoothing
* Builds ±1 and ±2 bands using the smoothed σ
* You get clean, stable bands that filter fakeouts

✔ Result:
* Bands do NOT twitch in chop
* Fakeouts are filtered
* Real breakouts show obvious expansion

15 ชั่วโมงที่ผ่านมา

เอกสารเผยแพร่

Added shading.
Green long
Red short

14 ชั่วโมงที่ผ่านมา

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Added 2 emas

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Updated band color