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VWAP BANDS

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The VWAP bands are like moving-average bands, but instead of being based on a simple or exponential moving average, they are calculated around the Volume Weighted Average Price (VWAP).

Hereโ€™s the breakdown:

1. VWAP (Volume Weighted Average Price)
VWAP is the average price a security has traded at throughout the day, weighted by volume.
Formula:

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VWAP=
โˆ‘Volume
โˆ‘(Priceร—Volume)
โ€‹

It tells you the โ€œfairโ€ intraday price based on where most trading happened.

2. VWAP Bands
VWAP bands are created by placing upper and lower boundaries around the VWAP line, usually using standard deviations or a fixed percentage distance.

Upper Band = VWAP + (k ร— standard deviation)

Lower Band = VWAP โˆ’ (k ร— standard deviation)
Here, k is how many standard deviations you want (often 1 or 2).

3. Purpose
Shows potential overbought/oversold zones relative to the day's VWAP.

Works like Bollinger Bands, but tied to VWAP instead of a moving average.

Used by day traders and scalpers to spot extremes where price may revert toward VWAP.

4. Interpretation
Price near upper VWAP band โ†’ market extended above โ€œfairโ€ value, possible pullback.

Price near lower VWAP band โ†’ market extended below โ€œfairโ€ value, possible bounce.

Price crossing VWAP โ†’ potential change in short-term trend sentiment.
Nota Keluaran
same as old
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DONT USE IT

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