Multi‑Day Rolling VWAP with Deviation Bands

📄 Description:
This script introduces a multi-day rolling VWAP (Volume-Weighted Average Price) indicator designed for traders who seek deeper structural insights beyond session-based VWAPs. It is particularly effective on intraday charts like 15m, 45m, 1H, and 4H, and is optimized for crypto swing, position, and trend exhaustion strategies.

Unlike traditional VWAPs that reset daily or weekly, this tool computes persistent VWAP levels by aggregating daily price-volume data across rolling windows such as the past 7, 30, or 365 days. These levels act as anchored support/resistance zones derived from real traded volume — helping traders identify where price is fair or stretched over time.

To enhance confluence and precision, each VWAP level optionally includes standard deviation bands, which act as dynamic volatility envelopes. These bands support custom multipliers, including Fibonacci levels like 0.272, 0.618, 1.0, and 1.618, providing flexible tools for identifying potential reversal or mean reversion zones.

✅ Key Features:
📊 Rolling VWAP over user-defined lookback windows (e.g. 7, 30, 365 days)

📐 Optional deviation bands based on volume-weighted standard deviation

🔢 Supports both traditional and Fibonacci multipliers for precise band tuning

⚙️ Independent configuration for up to 3 VWAP profiles (short/mid/long)

🔁 Auto-updates daily and tracks consistent volume-based anchoring

💼 Designed for crypto markets, especially high-volatility altcoins

🧠 How it Works:
At the start of each new day, the script logs cumulative volume and typical price values.

It maintains a rolling window of those daily values over configurable periods.

VWAPs are recalculated from the historical data each bar, ensuring persistence.

Deviation bands use a volume-weighted standard deviation formula, not naive price stddevs.

All inputs are optional — bands can be turned off by setting their multipliers to 0.

💡 Use Cases:
Identify long-term fair value zones in trending or consolidating markets

Spot overextended conditions using deviation confluence

Build trend continuation or exhaustion strategies around VWAP clusters

Anchor intraday decisions to multi-day volume context

🔒 Why Closed Source?
This script applies a proprietary method of rolling VWAP construction and deviation banding that goes beyond typical session or anchored VWAPs. The volume aggregation logic and smoothing techniques used are custom-built for tracking persistent volume-weighted structure — which is especially valuable in fragmented crypto markets. To protect this unique methodology, the code is published as closed-source.

Disclaimer: This indicator is a tool, not a guarantee. Always manage your risk.
For educational purposes only. Past performance does not guarantee future results.