This is an experimental study that utilizes Volume Weighted Average Price or Time Weighted Average Price calculations, Bollinger Bands, and Fibonacci numbers to estimate volatility over a specified interval.
First, the basis is calculated by selecting:
-VWAP, which has the option to be calculated using real volume or tick volume
-TWAP, which has the option...
![BTCUSD: Interval Volatility Bands [DW]](https://s3.tradingview.com/q/QSkQhfGF_mid.png "Interval Volatility Bands [DW]")
