Volume Weighted Average Price (VWAP)

Calculates the average price weighted by volume. Used to assess whether trades are being executed at favorable prices.

Live Demo

Pick a market regime to see how VWAP(1) reacts:

Usage

import {VWAP} from 'trading-signals';
 
// VWAP yields results once 1 input has been added
const vwap = new VWAP();