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Advanced Exponential VWAP

In order to detect "Big activity", new elements of the VWAP standard indicator were incorporated into this project.
In short, the plotted lines
represent the moving average with EMA[VWAP]=VWAP[EMA].
Averages of the prices have been combined with volumetric weights and exponential decay.
Also, it was included the same weights to compute the standard deviation.
The parameter called as "strain" is a linear constant shifting the result (strain)xSD(VWAP).
So, a any set of bands can be plotted.
Also, two novel features were incorporated in these calculus.
First, the typical set of price types (open/high/low/close) was extended to take the maximum and the minimum in the results.
In other words, the AEVWAP computed four results and it can be only displayed the maximum or minimum value.
Second, and more importantly, the volume density was include as an option for the volumetric weights for the VWAP calculus.
Due to the volume density was defined as (volume_real/volume_ticks), null values are obtained in Forex schemes.

Figure:
    9,[0,+1,+2],PlotMaximum,Density
    9,[0,-1,-2],PlotMinimum,Density

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RelicusRoad Pro MT5
Relicus LLC
4.83 (23)
Maintenant 147 $ (augmentant à 499 $ après quelques mises à jour) - Comptes illimités (PCS ou Mac) Manuel d'utilisation RelicusRoad + Vidéos de formation + Accès au groupe Discord privé + Statut VIP UNE NOUVELLE FAÇON DE REGARDER LE MARCHÉ RelicusRoad est l'indicateur de trading le plus puissant au monde pour le forex, les contrats à terme, les crypto-monnaies, les actions et les indices, offrant aux traders toutes les informations et tous les outils dont ils ont besoin pour rester renta
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Version 2.0 2021.07.20
Advanced Exponential VWAP