Hi. Who can add to this indicator VWAP_close Line of the Channel?
Here is the formula lines of the Channel VWAPCH (in fact it will be VWAP_Болинджер):
The Calculated "Standard Deviation":
StdDev = √((SUM ((CLOSE-VWAP )*2,N)/N))
The computed "Line of the Channel VWAPCH" :
The top Line TL = VWAP + (D * StdDev)
The bottom Line BL = VWAP - (D * StdDev),
where "D" is the Number of standard deviations StdDev
An example of a visual representation on the Screen