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phillrun
Posted : Tuesday, July 6, 2010 12:30:45 PM
Registered User
Joined: 1/31/2005
Posts: 24
Thanks Bruce for your quick reply.  You're right - I am interested in the anchored VWAP.  I hadn't heard about the moving one, but that also might be interesting.  Any help you can give me on these?
Bruce_L
Posted : Tuesday, July 6, 2010 12:36:17 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I'm really not sure what help I can give you on these as the trainers can't give setting, interpretation or investment advice.

The anchored version starts at the date (which can also include a time of day) you enter and calculates a VWAP calculated using the Price and Volume data available from the Bars using the active Bar Interval since that date.

The moving version calculates the VWAP for the most recent Period Bars using the active Bar Interval. This is also frequently called a Volume Weighted Moving Average.

-Bruce
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