Vwap Desviation

[Cyanez]

Hi Everyone,

Can you please help me with the formula to calculate the Vwap's std deviation?

I have used the NT8 StdDesv indicator but I don't have the correct value.

Thank you in advance for your help

Best Regards
Carlos

[NinjaTrader_ChelseaB]

Hello Carlos,

The code for the Order Flow indicators would be proprietary and is not open source, so I would not be able to provide this logic.

However, this indicator can be called from another script to the get the value.
OrderFlowVWAP(VWAPResolution resolution, TradingHours tradingHoursInstance, VWAPStandardDeviations numStandardDeviations, double sD1Multiplier, double sD2Multiplier, double sD3Multiplier).StdDev1Lower[int barsAgo]

https://ninjatrader.com/support/helpGuides/nt8/order_flow_vwap2.htm

[Cyanez]

Thanks Chelsea.