Extra indicators

VWAP: Volume-Weighted Average Price

The average price of the day weighted by volume, a fair-value line many professional traders watch.

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ایده به زبان ساده

If you bought evenly throughout the day, what would your average price be? VWAP answers that, giving more weight to prices where more trading happened. Prices above VWAP mean today's buyers are on average in profit.

روش محاسبه

Running total of typical price times volume, divided by running total of volume, reset at the start of each day (each month on daily charts, each year on weekly and monthly charts).

VWAP = Σ (typical price × volume) ÷ Σ volume,  typical price = (high + low + close) ÷ 3

نحوه استفاده

  • Above VWAP: buyers in control today; below: sellers.
  • Pullbacks to VWAP in a trend are common entry points.
  • Large orders are often judged against VWAP, which is why it can act as a magnet.

نتیجه‌گیری

  • VWAP is most meaningful on intraday charts.

مثال

A stock opens weak, rallies above VWAP by midday and stays there: buyers took control after the open.

قیمت‌ها در مثال‌ها نمایشی‌اند.

مراقب این‌ها باشید

  • On currencies, metals and CFDs there is no central exchange volume. The chart uses "tick volume", the number of price changes in each candle, which follows real activity closely but is not the number of contracts traded.

کمی تاریخچه

Became a standard benchmark for large institutional orders in the 1980s and 1990s.

فقط محتوای آموزشی. هیچ اندیکاتور یا الگویی آینده را پیش‌بینی نمی‌کند و هیچ‌چیز اینجا توصیه سرمایه‌گذاری نیست.