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.
用通俗的话解释
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.
计算方法
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如何使用
- 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.
得出结论
- Price holding above an anchored VWAP: the buyers since the anchor are in control.
- The ±2 bands mark stretched moves that often pause.
示例
Anchored at the March low, the VWAP of US500 rose with the trend; three pullbacks in April stopped within a few points of it.
示例中的价格仅作说明。
注意事项
- 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.
一点历史
VWAP is an institutional execution benchmark; anchoring it to chosen events was popularised by Brian Shannon.
仅供学习参考。 没有任何指标或形态能预测未来，本页内容均不构成投资建议。