Volume-weighted MA

What does Volume-weighted MA measure?

A moving average that lets heavy-volume candles speak louder. It sits closer to the prices at which real size actually traded.

How is Volume-weighted MA calculated?

Over the last 20 candles, multiply each close by its volume, add those up, and divide by the total volume of the window.

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 Volume-weighted MA in a bot?

In the builder, add an indicator of type vwma (parameters: length, default 20). 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

• Weighted closeA single price for the candle that leans toward where it finished, since the close is usually the most meaningful point of the session.
• WMAA moving average that gives newer candles a bigger say in a straight line — heavier than a simple average, lighter than an exponential one.
• Woodie pivotsA pivot variant that leans on yesterday's CLOSE more than the classic set does — which shifts the levels when yesterday closed near an extreme.
• Zero-lag EMAAn exponential average with the delay largely engineered out — it turns roughly when price does rather than a few candles later.

Or browse all 158 indicators in the full library.