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VWAP Suite by Augur - Multi Period

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Overview
The Multi-Timeframe VWAP Suite revolutionizes price analysis by combining institutional-grade volume-weighted pricing with multi-period deviation analytics. This professional toolkit simultaneously tracks VWAP across 5 time horizons (Daily to Yearly) with smart deviation bands, offering traders unparalleled insight into market structure and volatility dynamics.

Key Features

Multi-Timeframe VWAP Matrix
Simultaneous Daily/Weekly/Monthly/Quarterly/Yearly VWAP tracking
Institutional-level volume-weighted calculations
Independent timeframe toggles for focused analysis

Smart Deviation Architecture
Dual-layer standard deviation bands (1σ & 2σ)
Separate colors for upper/lower deviation zones
Adaptive 95% transparency fills for layered visualization

Professional Visual Design
Strategic color coding per timeframe (FIXED palette)
Dark Blue/Yellow/Purple/Pink/Red VWAP hierarchy
Orange-Green-Red-Blue deviation band system

Advanced Calculation Engine
HLC3 price source integration
Cumulative volume-weighting algorithm
Real-time standard deviation updates


Информация о релизе
Update v2.1 - Added Multi-Timeframe Standard Deviation Support

- Added the ability to select standard deviation time frames (daily, weekly, monthly, quarterly, yearly, or dynamic).
- Updated the plotting logic to display standard deviation bands for the selected time frame.
- Improved flexibility for users to customize deviation settings.
Информация о релизе
Added sophisticated color gradient system for improved price structure analysis and immediate visual interpretation of market conditions. The new zone coloring helps traders quickly identify:

High-probability reversal areas

Strong momentum levels

Range-bound conditions

Deviation Band 3

3 Customizable STD Multipliers

Adaptive Bands (Dynamic Volatility Adjustment)

Volume-Weighted Deviation Calculation

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