VWAP

Category: volume

Volume-weighted average price, usually session-anchored; institutional fair-value reference.

Formula

VWAP = Σ(TP_i·vol_i) / Σ(vol_i), TP = (H+L+C)/3, anchored per session

Inputs

• anchor (default: session)

See signal primitives and every published strategy that uses VWAP on WOBR StrategyVerse.