VWAP Settings and Anchors
The VWAPMax originally released with the Sub Market Sonar class as a suite of indicators that included:
ST_VProfile
ST_VScore
ST_VWAP
Cyan line - Volume weighted average price - VWAP
Pink/Green Bands (long dashes) - Maximum permissible envelope
Pink/Green bands (short dashes) - Standard deviation envelope
Volume required:
VWAP, VScrore and VProfile are volume weighted calculations. No volume = no calculation. These indicators will not work on Forex or indexes like SPX with no volume.
End of Day Settings:
TOS:
Start Date YYYYMMDD
Standard Deviations- Enter the number of standard deviations used in calculating the max VWAP envelope. The default is 3.0 and should generally be left alone.
ST_VWAPMax_EndofDay TOS settings
End of Day anchors
Daily chart
"Anchored"
Minor High Max
Minor Low Max
Intraday anchors
1-minute chart AM (pre-11:30 ET)
2:00 ET 0200 AM ET
7:00 ET
9:30 ET
1-minute chart PM (post-11:30 ET)
9:30 AM
11:30 AM
1:30 PM
About - VWap Max
About - VScore
https://intercom.help/simpler-trading/en/articles/3210561
About - VProfile
https://intercom.help/simpler-trading/en/articles/3341484