Build me a session VWAP on NQ with ±1σ and ±2σ bands. Reset it at each session open.
It's live in the preview: three sessions, each starting fresh at the open, with the VWAP line and both band pairs. σ is volume-weighted, so the bands widen when size comes in.
Settings you can tweak:
- Session — RTH or the full Globex day (default RTH).
- Band multipliers — 1 and 2 by default.
- Source — typical price (hlc3), close, or ohlc4.
Want me to mark every touch of the +2σ band as a definition, so you can study what happens next?
