Anchored VWAP

ایده به زبان ساده

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.

روش محاسبه

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 deviation

نحوه استفاده

• 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.

نتیجه‌گیری

• Price holding above an anchored VWAP: the buyers since the anchor are in control.
• The ±2 bands mark stretched moves that often pause.

مراقب این‌ها باشید

• 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.

کمی تاریخچه

VWAP is an institutional execution benchmark; anchoring it to chosen events was popularised by Brian Shannon.