VWAP (Volume-Weighted Average Price)
The average price weighted by volume throughout the trading session. A key intraday benchmark.
VWAP (Volume-Weighted Average Price)
Definition
The average price weighted by volume throughout the trading session. A key intraday benchmark.
Parameters
Asset
Output range: > 0
Example
`Price(SPY) > VWAP(SPY)` (Trading above VWAP — bullish intraday bias)
Usage notes
VWAP resets each trading day. It's an intraday indicator only.
Full indicator reference