[amibroker] VWAP with SD1 bands and SD2 bands code

["chomper777" <amibrokerfan@xxxxxxxxx>]

Hi,

Here is a tradestation code for VWAP with Standard Deviation bands.  
Wonder if someone is able to translate it into Amibroker code.

I found the code from..
http://www.traderslaboratory.com/forums/f46/vwap-indicator-with-1sd-
and-2sd-2175.html


{*********************************************************************
**************************

Coded by dbntina/boxmeister 8/2/2007

Used the VWAP_H code provided by Tradestation on 02/07/2003 Topic ID 
= 6735 Thanks Guys!

Added the computation for variance and the Standard Deviation to 
combine into one indicator
plot and this indicator plots the VWAP, SD1 bands and SD2 bands

**********************************************************************
*************************}



	[LegacyColorValue = true];

	vars:
		PriceW(0),
		ShareW(0),
		Count(0),
		VolWAPValue(0),
		VolWAPVariance(0),
		VolWAPSD(0);
		

	if date > date[1] then begin
		PriceW = 0;
		ShareW = 0;
		Count = -1;
		Value1 = 0;
		Value2 = 0;
		VolWAPValue = 0;
	end;

	PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks));
	ShareW = ShareW + (UpTicks+DownTicks);
	Count = Count + 1;
	Value3 = 0;

	if ShareW > 0 then VolWAPValue = PriceW / ShareW;

	{Calculate the individual variance terms for each intraday 
bar starting with the current
	bar and looping back through each bar to the start bar.  The 
terms are each normalized
	according to the Variance formula for each level of volume at 
each price bar			}

 	For Value1 = 0 To Count Begin
		Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) 
* (Square(AvgPrice[Value1]-VolWAPValue));
		Value3 = Value3 + Value2;
	End;

	VolWAPVariance = Value3;
	VolWAPSD = SquareRoot(VolWAPVariance);


	Plot1(VolWAPValue, "VWAP");
	Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp");
    Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown");
	Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp");
    Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown");
// added by request http://www.traderslaboratory.com/forums/f46/vwap-
indicator-with-1sd-and-2sd-2175.html#post27273
	input : trdSD (2.5);
    Plot6(VolWAPValue + (trdSD*VolWAPSD), "VWAP3SDUp");
    Plot7(VolWAPValue - (trdSD*VolWAPSD), "VWAP3SDDown");



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