OPEN-SOURCE SCRIPT
Koalafied RVWAP
This indicator shows both the Rolling VWAP and Standard Deviations as set by the user. The Rolling VWAP calculation is similar to the standard VWAP although it calculates the volume weighted average price over the specified period of time (lookback), resetting for each subsequent bar.
The unique aspect of this indicator is that instead of calculating the RVWAP over the current timeframes lookback period, the option is available to select a High-Time-Frame setting instead.
This has two different methods of calculation
1 - Based on HTF security requests (both repainting and non-repainting)
2 - Automatic calculation of number of current timeframe bars that make up the HTF lookback period (smoother and non-repainting plot)
Additionally a smooth function is included for the HTF input setting.
The unique aspect of this indicator is that instead of calculating the RVWAP over the current timeframes lookback period, the option is available to select a High-Time-Frame setting instead.
This has two different methods of calculation
1 - Based on HTF security requests (both repainting and non-repainting)
2 - Automatic calculation of number of current timeframe bars that make up the HTF lookback period (smoother and non-repainting plot)
Additionally a smooth function is included for the HTF input setting.
开源脚本
本着真正的TradingView精神，此脚本的作者已将其开源，以便交易者可以理解和验证它。向作者致敬！您可以免费使用它，但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。
想在图表上使用此脚本？
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。