Documentation/AlgoCode/Function reference

vwapupper

VWAP upper band

Reference/Bands & channels/Function

vwapupper(multiplier)

Session VWAP plus multiplier × standard deviation of typical price (20-bar). Default multiplier 2. Sisters: vwapmid, vwaplower.

Parameters

NameTypeDescription
multiplieroptionalfloat
default 2
Width in standard deviations.

Return value

series

Example

plot vwapupper() as "VWAP up" red
plot vwapmid() as "VWAP" blue
plot vwaplower() as "VWAP low" green

See also