Indicators: Session TWAP: time weighted average price from the cash open, with deviation bands

 

Session TWAP: time weighted average price from the cash open, with deviation bands:

Time weighted average price of the running session, anchored at the cash open of Frankfurt, London, New York or Tokyo with automatic daylight saving. Every second counts the same, minutes without a tick carry the last price, and two bands show the time weighted standard deviation around the line.

Session TWAP: time weighted average price from the cash open, with deviation bands

Author: Timon-pascal Krueger