SigmaVWAP — VWAP with StdDev Bands
by sbf · published May 13, 2026
3VolumeOpen source
About
This indicator plots the Volume Weighted Average Price (VWAP) with up to three standard deviation bands above and below, available in both session-reset and anchored modes. The bands form a probability-based envelope around VWAP: ±1σ ≈ normal range of price activity ±2σ ≈ outer distribution edge, potential mean-reversion zone ±3σ ≈ extreme deviations, often signalling exhaustion or strong breakouts Shaded fills between bands create a clear “sigma cloud,” helping traders quickly assess when price is trading inside fair value or extended into statistically rare areas.
Use SigmaVWAP — VWAP with StdDev Bands on your own charts.
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