A new custom duration was added to the VWAP indictor in Investor/RT 15.1.3 titled "Last X Days".  Below is a chart setup with "Last 5 Days" with 1 and 2 standard deviation bands added.  The VWAP (blue) is a cumulative value from the opening bar of the session 5 days back.  At the start of each session, the VWAP start point moves forward 1 day so that the current days VWAP and bands are always building off an accumulation of the previous 4 days and the current developing day.