Volume Weighted Average Price (VWAP)

The Volume Weighted Average Price (VWAP) calculates the average weighted price by volume for the day. The user may change the input (typical price) and bar size.



//input =price, user defined, default is typical price
//bar size = user defined, default is 1440 (1 day)

Code may be available on request. 

How To Trade Using Volume Weighted Average Price

No trading signals are calculated for this indicator.

How To Access in MotiveWave

Go to the top menu, choose Study>Moving Average>Volume Weighted Average Price

or go to the top menu, choose Add Study, start typing in this study name until you see it appear in the list, click on the study name, click OK.

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