Indicator
Volume Weighted Average Price
Volume Weighted Average Price
Definition
Multiplies each trade or period price by its volume, sums the products, and divides by total volume.
Boundary
Intraday VWAP drifts with new trades and is unsuitable as a fixed support level.
158 Strategies
598 Text mentions
1,409 Code hits
Role distribution
Market regimes
Uptrend22/0Downtrend22/2Range5/11Breakout Onset0/0High Volatility1/0Low Volatility0/0Reversal Inflection1/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 5 | 3 |
| 20 | 3 |
| 9 | 3 |
| 13 | 3 |
| 7 | 3 |
| 14 | 3 |
| 17 | 2 |
| 19 | 2 |
| 80 | 2 |
| 8 | 2 |
| 3 | 2 |
| 2.5 | 1 |
Frequent co-occurrence
Semantic relations
- Basis ← VolumeVWAP weights prices by volume.
Evidence strategies
- 基于多因子智能交易策略Multi-factor-Intelligent-Trading-StrategyFilter
- 基于多重均线动量的交易策略结合成交量加权均价和相对强弱指标确认系统-Multi-Timeframe-Exponential-Moving-Average-Momentum-Trading-Strategy-with-Volume-Weighted-Average-Price-and-RSI-ConfirmationFilter
- 基于成交量热图与实时价格的买卖策略-Buy-and-Sell-Volume-Heatmap-with-Real-Time-Price-StrategyFilter
- 多指标识别交易反转点的量化交易策略Multi-indicator-Strategy-to-Identify-Trading-Inflection-Points-in-Quant-TradingFilter
- 动态均线趋势跟踪与波动率自适应纳斯达克期货交易策略-Dynamic-EMA-Trend-Following-with-Volatility-Adaptive-Nasdaq-Futures-Trading-StrategyFilter
- 多时间框架趋势动量与VWAP反弹交叉量化策略-Multi-Timeframe-Trend-Momentum-and-VWAP-Rebound-Crossover-Quantitative-StrategyFilter
- 基于量化统计的双标准差动态VWAP震荡突破交易策略-Statistical-Dual-Standard-Deviation-VWAP-Breakout-Trading-StrategyTrigger
- 金叉均线突破布林带策略Golden-Cross-with-Bollinger-Bands-Momentum-StrategyTrigger
- VWAP交易策略-VWAP-Trading-StrategyFilter
- 动态买卖量波动突破策略Dynamic-Buying-Selling-Volume-Breakout-StrategyFilter
- 双周期ATR波动率突破股票趋势策略Volatility-Bands-and-VWAP-Multi-Timeframe-Stock-Trend-Trading-StrategyTrigger
- 均价成交量价值策略Volume-Weighted-Average-Price-StrategyTrigger
- VWAP偏差带与波动性过滤交易策略-VWAP-Deviation-Band-and-Volatility-Filter-Trading-StrategyFilter
Corpus quotes
This strategy integrates time series decomposition, volume weighted average price, Bollinger Bands and delta(OBV-PVT) 4 technical indicators to make multidimensional judgments on price trends, overbought and oversold conditions.
基于时间序列分解和成交量加权的布林带技术指标策略Trend-Following-Strategy-Based-on-Time-Series-Decomposition-and-Volume-Weighted-Bollinger-Bands · overview EN
Plot the Volume Weighted Average Price (VWAP) in white.
九日均线和二十日均线交叉策略Nine-and-Twenty-Moving-Average-Crossover-Strategy · principle EN
This strategy determines long and short through customized timeframe buying and selling volume, combined with weekly VWAP and Bollinger Bands for filtering, to realize high probability trend tracking.
动态买卖量波动突破策略Dynamic-Buying-Selling-Volume-Breakout-Strategy · overview EN