The volume-weighted average price (VWAP) is a ratio of the total share price to the total volume traded over a specific time period. The metric is frequently used as a comparison tool for trade executions. The VWAP is based on daily statistics.
The volume-weighted average price (VWAP) is the average price of an intraday period that has been weighted by volume. The value is determined from open to close during the trading day, making it a real-time dynamic indicator.
Shorter durations for these averages are recommended for finding price reversals in a timely manner. Your "rapid" moving VWAP line, for example, could be set to 1-3 periods, while your "slow" moving VWAP line could be set to 5-10 periods.
VWAP is calculated once a day, but because MVWAP is an average of an average, it might change from day to day. This gives longer-term traders a volume-weighted moving average price.
Calculate the period's Typical Price. [(High, Low, and Close)/3)]
Multiply the Period Volume by the Typical Price. (Volume x Typical Price)
Make a Typical Price Cumulative Total.
Make a volume total.
Totals must be divided.
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