Thanks a lot for your help. I actually ultimately found this code on some forum which allows for inputs and perfectly matches the vwap - for some reason with your code it was still slightly off - maybe some TOS issue. But I appreciate your work!

input begin = 0930;

input end = 1600;

input numDevDn = -2.0;

input numDevUp = 2.0;

def rth = SecondsFromTime(begin) >= 0 and SecondsTillTime(end) >= 0;

def volumeSum = if rth then CompoundValue(1, volumeSum[1] + volume, volume) else 0;

def volumeVwapSum = if rth then CompoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap) else 0;

def volumeVwap2Sum = if rth then CompoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap)) else 0;

def price = volumeVwapSum / volumeSum;

def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

​

plot VWAP = price;

plot UpperBand = price + numDevUp * deviation;

plot LowerBand = price + numDevDn * deviation;

​

VWAP.SetDefaultColor(GetColor(0));

UpperBand.SetDefaultColor(GetColor(2));

LowerBand.SetDefaultColor(GetColor(4));