Blog : VWAP - Volume Weighted Average Price Indicator

VWAP - Volume Weighted Average Price

VWAP (Volume-Weighted Average Price): The average price of a security, weighted by volume, showing the average trading price throughout the trading session. It provides insight into the true average price paid by investors and is used to identify trading trends.

Inputs
Trend Following Mean Reversion
Anchor Daily Anchor Daily
Source hlc3 Source hlc3
VWAP Long - Entry Trigger Long - Exit Trigger Short - Entry Trigger Short - Exit Trigger
Trend Following Price crossover VWAP Price crossunder VWAP Price crossunder VWAP Price crossover VWAP
Mean Reversion Price crossunder VWAP Price crossover VWAP Price crossover VWAP Price crossunder VWAP
VWAP Long - Entry Confluence Long - Exit Confluence Short - Entry Confluence Short - Exit Confluence
Trend Following Price > VWAP Price < VWAP Price < VWAP Price > VWAP
Mean Reversion Price < VWAP Price > VWAP Price > VWAP Price < VWAP