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

https://intercom.help/simpler-trading/en/articles/3160130

About - VScore
https://intercom.help/simpler-trading/en/articles/3210561

About - VProfile
https://intercom.help/simpler-trading/en/articles/3341484

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