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Just an answer to the previous chart, which is quite similar, but has a few minor differences.
The 3-day Rolling VWAP has a moving lookback period and produces continuous bands, which I prefer over weekly or 6-day VWAPs. For the ranges I prefer larger timeframes. This identifies fewer but better opportunities.
I do, as usual, agree with you. I have been playing with different vwap lookback periods and found interesting S&R levels with good opportunities. Precision is a key factor but when the Sd's are far away from Vwap (let's say more than 15 ticks) a few ticks of difference does not affect my trading. I use Vwap and it's SD's to identify entries over retracement opportunities but the trade management is a mix of PA, Volume and Jap candle analysis. Sometimes I also anticipate the entry over the bands, if the market is near an important S or R or a Range bar. There is of course a certain margin for miss evalutation wich is the reason for scaling in and using wider stops. I lately tend to decrease this risk to tighter stops and smaller sizes as one miss judged trade could blow many weeks of cumulated profit.
No it is not published. Just the VWAP can be reproduced by using a fixed period VWMA. For example, if you have a 15 min chart of ES, you can use a 3 * 93 bars = 279 bars lookback period, and you should approximately get the same thing. You would just miss out on the SD bands.
dont believe anything you hear and only half of what you see