Any plans to add VWAP? Volume Weighted Average Price. Including Standard Deviation values.

[carloswm85]

First off, I know that this package is not for charting, but for calculations. I'm sharing all of this just for informative purposes.

I think it would be a great addition to this package.

The VWAP available by default in TradingView looks like this:

It is set to session view in this screenshot.

Here you can see the available settings:

The anchor period values:

Personally, I only make use of daily (session), weekly, monthly, quarterly and yearly values, when trading cryptocurrencies.

Source values:

The standard deviation settings, which look like Ichimoku bands:

I'll leave some references here:

• https://github.com/cinar/indicatorts/blob/main/src/indicator/volume/volumeWeightedAveragePrice.ts
• https://www.investopedia.com/terms/v/vwap.asp
• https://en.wikipedia.org/wiki/Volume-weighted_average_price
• https://www.tradingview.com/scripts/vwap/
• https://www.youtube.com/results?search_query=vwap

Thanks.