Studies · Volume
Rolling VWAP
vwap · Volume-weighted average price over a trailing window
Drawn over priceReads high, low, close, volume
Hover the chart to read values · practice data: a seeded random walk with no overnight gaps
What it measures
The average price weighted by volume over the last N bars, using each bar’s typical price. A bar with ten times the volume moves it ten times as far.
How traders use it
- A fair-value line: price above VWAP means buyers have been paying up on average, below means sellers have.
- Execution benchmark: large orders are judged on whether they filled better or worse than VWAP.
- Support and resistance, as with a moving average.
Parameters
| Name | Value | Default | Allowed | What it does |
|---|---|---|---|---|
| period | 20 | ≥ 1 usual 5–200 | Number of bars in the window. |
Good to know
This is a rolling VWAP. The intraday VWAP that resets at each session open, and an anchored VWAP from a chosen date, need session or anchor information Tidal does not pass to studies yet.