help with Grey1's VWAP strategy needed

[stang3O2]

Could someone tell me what Grey1 uses for his VWAP bands? Are they just 1 standard deviation bands?

 

[TheBramble]

You need to get access to VWAP data.

The MPD bands are:-

upper = VWAP + (HIGH - LOW) / 2

lower = - (HIGH - LOW) / 2

 

[stang3O2]

thanks for the quick reply!

 

[evostik]

thanks for the quick reply!

Hey Stang

Are you using a charting package that uses Easylanguage for programming? If so then I am sure you can be provided with with necessary ELA (to plot VWAP bands) if you ask.

Cheers
Evo

 

[stang3O2]

Hey Stang

Are you using a charting package that uses Easylanguage for programming? If so then I am sure you can be provided with with necessary ELA (to plot VWAP bands) if you ask.

Cheers
Evo

I'm using Think or Swim which has the programmable "thinkscript"

If someone has the thinkscript for the VWAP bands and is willing to share it, please do that would be great!

Thanks