registry / @backquant / vwap-deviation-oscillator

VWAP Deviation shows how far price is from volume-weighted average price over a chosen window. It builds VWAP either by resetting each session (4h, day, week) or by rolling lookback (bars or days),

1.0.0 · published 2026-07-07 · 1 version · 5,424 installs

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