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I've read Market Statistics by Jerry, excellent thread, the videos are addictives, really appreciated.
I need the VWAP Bands for Sierra Chart, any help would be greatly appreciated.
Thanks

[Hlm]

I have a Dynamic VWAP with Stdevs that I created awhile ago. I will try to find the dll tomorrow morning. The starting point is automatically at the left edge of the screen so you can quickly scroll through your charts (it was created to visually backtest moves from swing highs and lows). If you wish to make it develop through out the day then you just add a bunch of white space to the right side of your screen by scrolling right. Again, I will try to locate it tomorrow morning.

[Hlm]

This was quickly written for my personal development and as always I do not guarantee the accuracy of the data created.

1) Download vwap.dll from HERE.
2) Save it to /SierraChart/
3) Right click on chart and choose "Study" or press F6.
4) Click "Add Custom Study..."
5) Double click on "Dynamic VWAP"
6) Select "VWAP with SD" and press "Add"
7) Click on "Settings..."
8) Select the Chart Region where your bars are (should be 1).
*I would suggest changing the scale to "Same As Region" so it won't squish the bars to to show the 3rd standard deviation.

You can also add and remove SD's under Subgraph by choosing Draw Style "Do Not Draw".

*Note* Depending on the amount of data it might take 10-20 seconds (or more depending on your system) when first applying the study. However, once loaded it should update smoothly while sliding the chart around.

If you wish for it to develop throughout the day, just keep scrolling right to add white space until the first bar on the left is the first bar of the day.

[Hlm]

***Old dll above was deleted***

New download link found in the indicator section located HERE.

Should be faster and slightly more accurate.