VWAP Simple - Free Download and Live result

The quantity-weighted average cost is similar to the moving average, except that the quantity is comprised to weigh the average cost for the period.

The volume-weighted average price (VWAP) is a dynamic weighted average worth designed to more accurately reflect the actual average price of a security over a given period. Mathematically, VWAP is the amount of cash (i.mobile. Volume x price) divided by the entire volume in any time interval, usually from a marketplace open to the industry.

VWAP reflects the industry democracy of capitalism – where it amounts to 1 vote per share, rather than one vote per trader – by more honestly describing a concept that all traders unconditionally accept: that the market is driven by big players.

Institutions use it to objectively assess the quality of execution of large trades, while independent traders perceive it as a dynamic and hidden support and resistance that occurs in VWAP. Buyers and institutional algorithms often use VWAP to plan entries and open large positions without compromising the stock price.

VWAP can be used similarly to moving averages, where prices above VWAP reflect upbeat sentiment and prices below VWAP reflect bearish sentiment. Traders can open short positions when the stock price moves below the VWAP for a certain period of time, or open a long position when the price moves above the VWAP.

Parameters:

Applied Price: PRICE_CLOSE = Closing Price

PRICE_OPEN = Opening Price

PRICE_HIGH = The maximum price for the period

PRICE_LOW = The minimum price for the period

PRICE_MEDIAN = The median price, (maximum minimum) / 2

PRICE_TYPICAL = Typical price, (maximum minimum closing) / 3

PRICE_WEIGHTED = Average price, (maximum minimum closing closing) / 4

Accumulation Period: DAILY

WEEKLY

MONTHY

NONE

Applied Volume: VOLUME_TICK

VOLUME_REAL

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