[amibroker] my vwap + standard deviation bands - very slow

[shakerlr]

I just created the following code to calculate the VWAP + std deviation bands, 
but have found that it is extrememly slow.  I posted the original code to the 
amibroker study site and was wondering if anyone has any suggestions to speed 
it up for display on 1 minute charts.  

Also, I noticed that if I DO NOT USE:
SetBarsRequired( 1000, 0 );

The bands show up incorrect...(sometimes expanding/shrinkking as I scroll on 
the 1 minute chart)

Note that I have about 100000 bars in my stock/ticker being studied...so that 
may be the reason it is slow...

----
/// VWAP code that also plots standard deviations...if you want a 3rd...it
should be fairly simple to add 
//
// NOTE: the code is SLOOOOWWWW...can someone help speed it up?  
// I tried my best, but can't really do much with the two for-loops...
//
// LarryJR


SetBarsRequired( 1000, 0 );

// this stores true/false based on a new day...
newday=Day() != Ref(Day(), -1);

SumPriceVolume=0;
totVolume=0;
Vwap2=0;
stddev=0;
newdayindex=0;
Variance =0;

// we must use a loop here because we need to save the vwap for each bar to
calc the variance later
for( i= 0; i < BarCount; i++ ) 
{ 
        // only want to reset our values at the start of a new day
        if (newday[i]==True)
        {
                SumPriceVolume=0;
                totVolume=0;
                newdayindex=i;  // this is the index at the start of a new day
                Variance=0;
                //Vwap2=0;
        }
        AvgPrice=(O[i] + H[i] + L[i] + C[i])/4;

        // Sum of Volume*price for each bar
        sumPriceVolume += AvgPrice * (Volume[i]);
                
        // running total of volume each bar
        totVolume += (Volume[i]);               

        if (totVolume[i] >0)
        {       
                Vwap2[i]=Sumpricevolume / totVolume ;
                Vwap2temp=Vwap2[i];
        }

        // now the hard part...calculate the variance...
        // a separate calc from the start of each day - note it requires the 
vwap from
above
        // also note, we calculate starting at the first bar in the new day to 
today
to the curent bar
        Variance=0;
        for (j=newdayindex; j < i; j++)
        {
                AvgPrice=(O[j] + H[j] + L[j] + C[j])/4;
                Variance += (Volume[j]/totVolume) *
(Avgprice-Vwap2temp)*(Avgprice-Vwap2temp);
        }
        stddev_1_pos[i]=Vwap2temp + sqrt(Variance);
        stddev_1_neg[i]=Vwap2temp - sqrt(Variance);

        stddev_2_pos[i]=Vwap2temp + 2*sqrt(Variance);
        stddev_2_neg[i]=Vwap2temp - 2*sqrt(Variance);
} 
Plot (Vwap2,"VWAP2",colorDarkGrey, styleLine);
Plot (stddev_1_pos,"VWAP_std+1",colorGrey50, styleDashed);
Plot (stddev_1_neg,"VWAP_std-1",colorGrey50, styleDashed);
Plot (stddev_2_pos,"VWAP_std+2",colorGrey40, styleDashed);
Plot (stddev_2_neg,"VWAP_std-2",colorGrey40, styleDashed);