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VWAP

CoreLineFilters entries

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

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