Click here to Login








VWAP - Volume-Weighted Average Price

by Brian Brown, 4371 days ago
Share |






The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and the volume of each transaction (if tick data is used, otherwise the last price and total volume of each bar is used) for the current day and divides it by the total volume.

The theory says that if a trade buy price is lower than the VWAP then it is a good trade. If the trade buy price is lower than the VWAP then it is a bad trade. For this reason, the VWAY is often used as a trading benchmark by traders and investors.

In algorithmic trading, some brokers offer VWAP order types to guarantee the execution of the order at VWAP price.

Traders can also use the VWAP or volume-weighted average price line to find potential support and resistances levels for entries and exits.


Share This ->
Share |


You have to log in to bookmark this object
What is this?
Additional Information




Type: Trading Indicator

Object ID: 1230


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Enhanced Candlestick Chart with Volume Variation (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 40 Notes Report an item
Auto Support and Resistance Indicator (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 60 Notes Report an item
Stock Trading Above/Below its Moving Averages (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 33 Notes Report an item
Opening Range Breakout Indicator (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 38 Notes Report an item
Demand Index (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 67 Notes Report an item
Keltner/Bollinger Bands Squeeze (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 83 Notes Report an item
Big Up Gap (by Peter Gum, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 15 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to Select the Best Market Indicator for your Trading System

4 Market Composite Indicators Based on Industry Data

Industry Analysis - How to Compare Stocks with their Industries

How to Backtest Each Stock or Asset Individually

QuantShare Programming Language Tutorial

Sentiment Analysis: How to measure the sentiment score of your stock tweets

Running QuantShare on Amazon's EC2 Cloud & Automate Strategies Signals

Money Management: Optimize the scale-in strategy

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.