Hi,
TWS charts have the intraday vwap volume study feature which has a checkbox to also display standard deviation channels together with its?vwap (under Studies.. -> Volume Studies -> Intraday Volume Weighted Average Price). I am trying to replicate those studies, but I am ending up with different results for the standard deviation (STDEV) channels. It is not clear to me how IB/TWS calculates these channels.
So I am wondering if somebody knows either a) an API request to pull the STDEV information, or b) how IB/TWS calculates the STDEV channels?
Much appreciated!
Thanks,
Simon
