Swing Anchored VWAP
- Indicators
- Version: 1.1
- Updated: 24 September 2026
Automatically anchor a Volume-Weighted Average Price to every swing high and swing low — no manual drawing, no guesswork.
Swing Anchored VWAP detects market structure in real time and plots two independent VWAP lines: one anchored to each swing high, one anchored to each swing low. Instead of a single flat VWAP that means less the further price moves from its start, this indicator resets itself at every new swing, always giving you a fresh, relevant read on where volume-weighted "fair value" sits relative to the current move.
Key Features
Dual Swing-Anchored VWAP Lines
- Blue line anchors to swing highs — tracks potential resistance as a downswing develops.
- Lime line anchors to swing lows — tracks potential support as an upswing develops.
- Each line automatically closes out and a new one begins the moment the next opposing swing forms.
Clean, Uncluttered Charting
- Lines are held a clear, fixed distance above/below price — they never trace or wrap around individual candles.
- Full history of past swing segments stays on the chart, so you can review the complete structure at a glance.
- A live price tag marks the current value of the active line at the right edge of the chart.
Precision Swing Detection
- Configurable lookback length lets you tune sensitivity — shorter for scalping, longer for swing trading.
- Arrows mark the exact bar each swing anchors from, so you always know where the current VWAP calculation started.
Fully Customizable
- Independent color controls for the high-anchored and low-anchored lines.
- Adjustable line width.
- Adjustable vertical clearance (in points) for each line, so it fits comfortably on any symbol regardless of price scale or volatility.
Built for Performance
- Lightweight, efficient calculation — no unnecessary redraws, no lag, even on fast timeframes.
- Works on any symbol and any timeframe: forex, indices, commodities, crypto CFDs.
- No external dependencies, no DLLs.
Who It's For
Traders who use volume-weighted price levels to gauge fair value, support/resistance, and trend strength — but want that read to update dynamically with market structure instead of staying anchored to a single fixed session start. Works well alongside price action, market structure, or trend-following strategies as a confirmation and context tool.
How to Use It
- Add the indicator to any chart.
- Watch the blue line during downswings and the lime line during upswings — price reacting to either line can signal continuation or exhaustion of the current move.
- Tune the Length input to match your trading style; shorter lengths react faster to smaller swings, longer lengths filter for major structural pivots.
- Adjust line colors, width, and the point-based clearance settings to match your chart theme and instrument.
Notes
- This is a charting/analysis tool, not an automated trading system — it does not place trades. Combine it with your own strategy and risk management.
- The most recent (active) segment updates as new price data forms, which is expected behavior for any anchored VWAP; completed swing segments remain fixed on the chart.
This indicator is a software tool for educational and informational purposes only and does not constitute financial or investment advice. Trading financial markets involves substantial risk of loss. No profit or performance is guaranteed.
