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VWAP + SD Bands
Admin's ChoiceFreeVolume-weighted average price with standard deviation bands
4.9(489)
15.4k installs 2.1k 2 commentsQ
42 listings12400 followers
Official QuaTick team — building advanced charting & trading tools for the Indian market.
View Profilevwapbandsintradayvolumeinstitutional
Free
Open in QuaTick IDE Edit in IDE Version1.5.2
Updated2025-09-20
Compatiblecandlestick, heiken-ashi
Rating Distribution
5
1
4
0
3
0
2
0
1
0
Live Preview — BTC/USDT
About
Session-reset VWAP with configurable standard deviation bands. Used as a benchmark by institutional traders.
Features
• Session-aware VWAP calculation
• Up to 3 SD bands (configurable)
• Works with Indian market sessions
Outputs & Parameters
Outputs
VWAPline
+1 SD Bandband
-1 SD Bandband
Parameters
Show SD Bandstrue
SD 1 Multiplier1
SD 2 Multiplier2
Source Code
Edit in IDEtypescript
| 1 | // VWAP Indicator — Quatick IDE |
| 2 | // SDK math globals available: sma, ema, atr, rsi, macd, bollingerBands, vwap, etc. |
| 3 | |
| 4 | const metadata = { id: 'vwap', name: 'VWAP', version: '1.0.0', category: 'volume' }; |
| 5 | |
| 6 | interface BarData { |
| 7 | time: number; |
| 8 | open: number; |
| 9 | high: number; |
| 10 | low: number; |
| 11 | close: number; |
| 12 | volume?: number; |
| 13 | } |
| 14 | |
| 15 | const defaultParams = { showBands: true, stdDevMult: 2 }; |
| 16 | |
| 17 | function calculate(bars: BarData[], params = defaultParams): { time: number; value: number }[] { |
| 18 | const highs = bars.map(b => b.high); |
| 19 | const lows = bars.map(b => b.low); |
| 20 | const closes = bars.map(b => b.close); |
| 21 | const volumes = bars.map(b => b.volume ?? 1); |
| 22 | |
| 23 | // vwap() is an SDK global: vwap(high[], low[], close[], volume[]) -> number[] |
| 24 | const vwapValues = vwap(highs, lows, closes, volumes); |
| 25 | |
| 26 | return bars |
| 27 | .map((bar, i) => ({ time: bar.time, value: vwapValues[i] })) |
| 28 | .filter(p => !isNaN(p.value)); |
| 29 | } |
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Changelog
v1.5.2
Fixed session detection for pre-market hours.
2025-09-20