MTF MVWAP Bands

[jordan]

This indicator takes the average from daily VWAP values. How can I add bands that take the average from daily vwap band values?

input offset = 0;
input length = 10;

def aggperiod = AggregationPeriod.DAY;
def x = vwap(period = aggperiod);

plot MVWAP = Average(x, length)[offset];

I tried a couple things but still don't know what I'm doing, for example I thought if I added the code below that it might work.

def y = reference VWAP()."UpperBand";
plot UpperBand = Average(y, length)[offset];

 

[MerryDay]

@jordan The code here has been updated to include Bollinger Bands
https://usethinkscript.com/threads/moving-volume-weighted-average-price-mvwap.7252/#post-70005

 

[jordan]

Thank you for your response. Bollinger bands are better than nothing but I’m still looking for a way to add the average from daily vwap band values to go with the average daily vwap values.

 

[MerryDay]

@jordan I am not understanding what you are looking for. Perhaps another poster understands and will give it a go.