Day-anchored volume-weighted average price.
Preview
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What it measures
The session’s average price weighted by volume: the level institutional fills are measured against.
- Inputs
- Anchor session
- Output
- A line, in price
- Feeds
- Entry and exit rules
- Warm-up
- 1 bar before its first reading
- Updates
- When each bar closes
- Filters entries
- Yes. Wiring it changes which entries your strategy takes.
- Part of
- Volume Weighted Average Price (VWAP)
- Also known as
- VWAP