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.
| VWAP Inputs | |
|---|---|
| Anchor | Daily |
| Source | hlc3 |
| Long - Entry Trigger | Long - Exit Trigger | Short - Entry Trigger | Short - Exit Trigger |
|---|---|---|---|
| Price crossover VWAP | Price crossunder VWAP | Price crossunder VWAP | Price crossover VWAP |
| Long - Entry Confluence | Long - Exit Confluence | Short - Entry Confluence | Short - Exit Confluence |
| Price > VWAP | Price < VWAP | Price < VWAP | Price > VWAP |