Rolling Volume Weighted Average Price (Zekai)

เมื่อวาน

This script calculates a rolling VWAP (Volume Weighted Average Price) with ±1σ and ±2σ standard deviation bands over the last N calendar days (default 150). Unlike anchored VWAPs that reset on sessions, quarters, or fixed dates, this version rolls continuously, so every bar reflects the VWAP of the most recent N-day window.

Features:
• Rolling VWAP based on customizable lookback (default: 150 days).
• ±1σ and ±2σ standard deviation bands for dynamic support/resistance.
• Always aligned with the most recent N-day price/volume action.

Ideal for traders who want a time-based rolling VWAP to monitor mean reversion and volatility zones in evolving markets.

เมื่อวาน

เอกสารเผยแพร่

This script calculates a rolling VWAP (Volume Weighted Average Price) with ±1σ and ±2σ standard deviation bands over the last N calendar days (default 150). Unlike anchored VWAPs that reset on sessions, quarters, or fixed dates, this version rolls continuously, so every bar reflects the VWAP of the most recent N-day window.

Features:
• Rolling VWAP based on customizable lookback (default: 150 days).
• ±1σ and ±2σ standard deviation bands for dynamic support/resistance.
• Always aligned with the most recent N-day price/volume action.

Ideal for traders who want a time-based rolling VWAP to monitor mean reversion and volatility zones in evolving markets.