BTC/USD — The Dumpometer (StdDev of VWAP/MA)
Port of the Pine Script v6 “StdDev of VWAP/MA” indicator: rolling-VWAP moving averages, z-scored deviations, per-timeframe linear-regression deviation channels, SMA-smoothed ±2σ bounds — with BTC/USD candles and a TradingView-style “Displaced MAs” overlay above
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Timeframe
Drag = pan . shift+drag = box-zoom . drag Y-axis = zoom . scroll = zoom . dblclick = reset
BTC/USD · 4H
StdDev of VWAP/MA — deviation channel
Methodology
This page replicates the TradingView Pine Script v6 indicator StdDev of VWAP/MA (“The Dumpometer”, overlay=false) with the settings of the author’s copy. The asset trades 24/7 (the indicator’s default “Asset Trades 24/7 (Exchange Crypto)” setting — BTC never sleeps, so no session filtering is applied). Top pane: BTC/USD candles (red/green, TradingView style). Bottom pane: the indicator’s deviation channel.

1 · Moving averages & volatility

Price source = low. Six moving averages are computed as Rolling VWAPs of length 30 / 50 / 110 / 125 / 190 / 265 bars (Extra-Short / Short / Medium / Long / Extra-Long / Extremely-Long). Volatility per length = population standard deviation of the source over the same window.

2 · Deviations

Each series is z-scored: dev = (source − MA) / volatility.

3 · Deviation channels

On every deviation series a channel is drawn with a timeframe-dependent calculation length (1h = 3000, 4h = 1600, 1d = 750, 1w = 104 bars): centre = linear regression of the deviation, width = ±2.2 × standard deviation (the author’s Upper Band StdDev Multiplier), and all three lines are then smoothed over 155 bars with an SMA (the “shock absorber”, length and type from the author’s copy). The six deviations are averaged into a Composite that gets the same channel (red upper / green lower bounds). Two extra lower bounds are drawn at composite−1 (navy) and composite−2 (orange); like the author’s copy they are visible by default on every timeframe and can be toggled in the legend.

4 · Deviation lines per timeframe

1h → Medium (aqua) · 4h → Extremely-Long (lime) · 1d → Extra-Long (orange) · 1w → Short (maroon). Every series can be toggled in the legend.

5 · Price levels & volatility rating

The info cards show, for the timeframe-selected length: its current MA, the Composite ULR/LLR in std units, and price levels = MA + channel × volatility (UP / LP / LP2 / LP3). Volatility Rating = standard deviation of daily log returns over the last 255 days (one trading year), annualised (√252) and expressed in “V” units; Daily Vol = the same 255-day realised daily volatility in %.

6 · Displaced MAs overlay

The top pane also hosts a port of the TradingView Pine Script v6 indicator Displaced MAs (overlay). It draws the selected moving average (default: Smoothed VWAP, WMA-smoothed) in fuchsia, twelve pairs of percentage-displaced bands around it (2–70%), sigma bands computed from higher timeframes (default: weekly σ×2 around an SMA 20 — lower band only; 4h σ×2 — upper/lower; daily hidden), an optional separate Combined MA, and three optional extra moving averages. Every input (global displacement scale, band smoothing, per-timeframe lookbacks, band multipliers and colours, sigma timeframes, extra MAs) is editable through the ⚙ Displaced MAs settings button in the toolbar, and any line can be toggled in the small legend above the candles. Defaults follow the Pine script: global scale 1.0, symbol scale 4.81 (BTC), band smoothing off, percentage labels off.

Provenance

Computations are an in-page JavaScript port of the indicator’s Pine Script v6 source with the author’s settings (24/7 asset; ELT = 265; Upper Band StdDev Multiplier = 2.2; band smoothing = SMA 155; 255-day volatility lookback). Data is BTC/USD OHLCV from the Bitstamp public API served by dumpometer-data.php (cached server-side, refreshed every 4 hours) — the same instrument across every timeframe, so all series share one continuous history. 4h, daily and weekly candles run back to the Bitstamp launch in August 2011 (the longest freely available BTC/USD exchange history); 1h candles run from 2019. Timeframe selection is remembered in the URL hash. This is a technical study, not investment advice.