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pmk07
12 paź 2021 19:00

Rolling EMAVWAP with Standard Deviation Bands 

Bitcoin / TetherUS PERPETUAL CONTRACTBinance

Opis

This is experimental code trying to implement exponentially decreasing weights over time in a simple VWAP.
Also i applied EMA rules when calculating the Standard Deviation Bands.
The script produces results from 1 candle.
There is an "log space" option to neutralize bands shifts when charting in log space - this gives the correct geometrically equal distances on both sides of the emaVWAP.
Komentarze
greenguy_
This is awesome. Thanks!
thelovedr
What a cool idea. Well done!
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