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QuaScript

VWAP Deviation Bands

Free

VWAP with standard-deviation bands

Volume & ProfilePrice overlay CanvasSignalsAlerts
quascriptvolumevwapbands

Favourites and Admin's Choice analyses are listed in the terminal's indicators window under Analysis Marketplace.

Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
Canvas
Placement
Price overlay
Settings
1
Plots
7
Lines of code
25
Source
presets/analysis/volume/vwap_deviation_bands.qs
VWAP Deviation Bandsengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

Session-anchored VWAP with 1, 2 and 3 standard-deviation bands (volume weighted), a stepped previous-session VWAP and band-touch marks.

7
Plotted series
0
Signal marks
0
Drawings
2
Alert rules
1
Settings
21
Lines of code

What it draws

Price overlay · counted from the engine's plot table and the script's draw calls

Series

  • Line7
    VWAP+1 sd-1 sd+2 sd-2 sd+3 sd-3 sd
  • Band fills (render.band calls)3
Legend
VWAP +1 sd -1 sd +2 sd -2 sd +3 sd

Signal marks

No bar marks.

Drawings and chart effects

No drawings; everything is plotted series.

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 25-line script (21 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets overlay = true, so everything is drawn on the price chart, on the same scale as the candles.

  3. 3
    Compute

    The script runs once per bar, oldest to newest.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on Canvas.

  6. 6
    Tune

    1 setting in 1 group appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

This script draws on Canvas

WebGPUNot used

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasSeries renderer

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 7 plotted series
  • • 3 band fill calls

Alerts

2 alert rules declared with alert.rule

VWAP +3 sd

Price reached the third upper band

VWAP -3 sd

Price reached the third lower band

Settings

1 settings, grouped as in the chart's settings dialog

General
SettingTypeDefaultRange / optionsId
AnchorChoicedayday, week, monthanchor

Script

packages/quascript/presets/analysis/volume/vwap_deviation_bands.qs

Header

analysis "VWAP Deviation Bands" {
    overlay = true
}
Total lines
25
Code lines
21
Comment lines
2
Helper functions
0
Loops
0
Persistent variables
0
Higher-interval feeds
0
Engine plots
7

Built with

Technical analysis (ta.*)
ta.cross_downta.cross_upta.vwap

Discussion

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