Rolling VWAP with Standard Deviation Bands and Alerts

A Rolling Volume Weighted Average Price (RVWAP) indicator featuring dynamic standard deviation bands and customizable alerts.

This indicator automatically adapts its calculation period to the chart timeframe while providing precise entry and exit signals through statistical deviation levels.

Automatic time period adjustment based on chart timeframe
Manual time period override option (days, hours, minutes)
Volume-weighted price calculations with variance safeguards

Five Standard Deviation Levels

Individual toggles for 1σ, 1.5σ, 2σ, 2.5σ, and 3σ bands
Color-coded visualization with gradient transparency
Red bands above RVWAP (resistance levels)
Green bands below RVWAP (support levels)
Orange RVWAP centerline

Smart Alert System
Separate BUY and SELL alert conditions
Individual band selection for alerts

Visual Triangle Alerts
Optional triangle markers on band crossings
Size and transparency graded by significance level
Tiny triangles for 1σ/1.5σ (frequent signals)
Normal triangles for 3σ (extreme moves)

Momentum and mean reversion trading
Support and resistance identification
Volatility-based position sizing
Multi-timeframe analysis