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VWAP (anchored)

Moving averagesOverlays priceNeeds volume

The average price actually traded since the anchor point.

What it looks like

Drawn by running the real calculation over one sample series. Open a symbol and it is recalculated on that symbol's bars.

How to read it

Price times volume, summed and divided by total volume — read it as the average cost of everything that changed hands in that period. Anchoring by bar, week, month, quarter or year restarts the sum, which breaks the line.

Where it misleads

The jump at an anchor boundary is the calculation restarting, not price moving.

Default settings

Anchor period2
Band multiplier1

You can change these on the chart. These are the values it starts with.

In SQMATE

One tap to add

Open a symbol, tap the name in the indicator list and it is drawn straight away. You can stack several copies of the same indicator with different settings.

Recalculated per timeframe

Switch between minute, hourly, daily, weekly or monthly bars and it is recalculated on that timeframe. The maths runs over every bar loaded, so zooming never moves the line.

Use it as a search condition

Some indicators can also be used as an axis when searching for symbols — for example, keeping only symbols above a given reading, scanned every night.

Related indicators

Every indicator is an observation computed from past bars. It does not tell you future prices and it is not investment advice.

VWAP (anchored) — what it means and how to read it | SQMATE