Volume indicators
Anchored VWAP
The volume-weighted average price from a point you choose (an important high, low or news candle) to now, with bands one and two standard deviations away.
La idea en pocas palabras
The VWAP is the average price everyone who traded since the anchor paid, weighted by how much was traded. Above it, buyers since the anchor are in profit on average; below it, sellers are. Price often reacts there.
Cómo se calcula
Click the candle to anchor on. The line starts there and follows every new candle.
Typical price = (high + low + close) ÷ 3
VWAP = Σ(typical price × volume) ÷ Σ volume since the anchor
Bands = VWAP ± 1 and 2 × the volume-weighted standard deviationCómo usarlo
- Anchor at a major low: in an uptrend, pullbacks to the VWAP are where buyers often step in.
- Anchor at an earnings or news candle to see who is in control since the event.
Sacar conclusiones
- Price holding above an anchored VWAP: the buyers since the anchor are in control.
- The ±2 bands mark stretched moves that often pause.
Ejemplo
Anchored at the March low, the VWAP of US500 rose with the trend; three pullbacks in April stopped within a few points of it.
Los precios de los ejemplos son ilustrativos.
Ten cuidado con
- Forex and CFD prices have tick volume (the number of price changes), not traded volume: a good stand-in, but not the same. Without any volume the line is a plain time average (TWAP), and it says so.
Un poco de historia
VWAP is an institutional execution benchmark; anchoring it to chosen events was popularised by Brian Shannon.
Solo contenido educativo. Ningún indicador ni patrón predice el futuro, y nada de lo aquí expuesto es asesoramiento de inversión.