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lib/channels/vwapbands/vwapbands.md
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# VWAPBANDS: VWAP with Dual Standard Deviation Bands
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `multiplier` (default DefaultMultiplier) |
| **Outputs** | Multiple series (Upper1, Lower1, Upper2, Lower2, Vwap, StdDev, Width) |
| **Output range** | Tracks input |
| **Warmup** | `2` bars |
### TL;DR
- VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-l...
- Parameterized by `multiplier` (default defaultmultiplier).
- Output range: Tracks input.
- Requires `2` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-line channel system anchored to volume-weighted fair value. Three running sums (cumulative price×volume, cumulative volume, cumulative price²×volume) enable O(1) streaming updates per bar. A session reset mechanism clears accumulations at configurable intervals, keeping the indicator anchored to current market structure.
## Historical Context