VWAP

What does VWAP measure?

A volume-weighted fair price: the average price actually paid, with busy candles counting for more than quiet ones.

How is VWAP calculated?

Over the last 14 candles, multiply each candle's typical price (high, low and close averaged) by its volume, add those up, and divide by the total volume. NOTE, honestly: on daily bars there is no intraday session to anchor to, so this is a ROLLING volume-weighted average — not the classic session VWAP that resets each morning.

Written by reading the engine’s real computation, not a textbook — where the two differ, the page describes what actually runs.

How do I use VWAP in a bot?

In the builder, add an indicator of type vwap (parameters: length, default 14). Its value becomes an operand you can compare in any entry or exit rule. The engine grades the whole rule honestly: real fills, no look-ahead, half the history held back.

Related indicators

• Volume zone oscIs volume flowing with the up candles or the down candles?
• Williams A/DA running accumulation line that measures the ground buyers actually gained or gave up each candle.
• Accum/dist lineA running tally of buying versus selling pressure.
• Chaikin oscillatorA momentum reading on money flow rather than price.

Or browse all 158 indicators in the full library.