Simple VWAP
- 指标
- 版本: 1.0
What you get
- One volume-weighted average price line drawn on the main chart, over a period you set.
- Bars with more traded volume weigh more in the average than quiet bars.
- Light on the terminal: history is calculated once, then only new bars are added.
- Free, with no external files or DLLs.
How it works
VWAP = sum(price[i] × volume[i]) / sum(volume[i])
The line is calculated from the start of the available history once, when the indicator is attached. After that each new bar extends the line without recalculating the values that are already drawn.
Parameters
- Period used for the VWAP calculation.
- Line color.
- Line width.
- Line style.
(Input labels exactly as they appear in the indicator's Inputs tab.)
FAQ
- Which markets? Any symbol whose broker provides volume (tick volume or real volume).
- Does it give trade signals? No. It is a reference line for your own analysis.
- Does it repaint? Values already calculated are not recalculated when new bars arrive.

Просмотрел штук 40 VWAP в разных исполнениях. Но ни в одном не нашел коррекции по временной зоне по GMT – такое впечатление, что все брокеры работают в одной зоне. Странно!