VWAP Suite by Augur - Multi Period

Overview
The Multi-Timeframe VWAP Suite revolutionizes price analysis by combining institutional-grade volume-weighted pricing with multi-period deviation analytics. This professional toolkit simultaneously tracks VWAP across 5 time horizons (Daily to Yearly) with smart deviation bands, offering traders unparalleled insight into market structure and volatility dynamics.

Key Features

Multi-Timeframe VWAP Matrix
Simultaneous Daily/Weekly/Monthly/Quarterly/Yearly VWAP tracking
Institutional-level volume-weighted calculations
Independent timeframe toggles for focused analysis

Smart Deviation Architecture
Dual-layer standard deviation bands (1σ & 2σ)
Separate colors for upper/lower deviation zones
Adaptive 95% transparency fills for layered visualization

Professional Visual Design
Strategic color coding per timeframe (FIXED palette)
Dark Blue/Yellow/Purple/Pink/Red VWAP hierarchy
Orange-Green-Red-Blue deviation band system

Advanced Calculation Engine
HLC3 price source integration
Cumulative volume-weighting algorithm
Real-time standard deviation updates