24/04/2014 01:39:14 Free Membership Login
If your page isn't loading correctly please Click here
Basic ADVFN Video Help
ADVFN HomeHelpChartsStudiesVWAP
  Adaptive Moving Average
  Average True Range
  Bid Offer spread
  Bollinger Bands
  Bollinger Band Width
  Buy/Sell Volume Ratio Moving Average
  CCI/MA Crossover
  CCI, The Commodity Channel Index
  Chaikin's Money Flow Persistence
  Chaikin Volatility
  Chande's Momentum Oscillator
  Chart Studies
  Choppiness Index
  Coppock Curve
  Delta Weighted Moving Average
  Detrended Price Oscillator
  Disparity index
  DMI Direction Movement Indictor
  Donchian Channels
  Exponential Moving Average
  Fast/Slow Kurtosis
  Fractal Dimension
  High/Low Moving Average
  Ichimoku Kinko Hyo
  JCM Study
  Keltner Bands
  Level 2 Scope
  Linear Regression
  Linear Regression Detrended Price
  MACD Histogram
  MACD, Moving Average Convergence Divergence
  MA Envelopes
  Mass Index
  Money Flow
  Moving Average
  On Balance Volume
  Parabolic SAR
  Path Length
  Point and Figure
  Price Oscillator
  Rate of Change
  RSI, Relative Strength Index
  Skew Bands
  Std Deviation
  The Chaikin Money Flow
  The Chaikin Oscillator
  Three Line Break
  Triple Moving Average
  True Strength Indicator
  Ultimate Oscillator
  Volatility Ratio
  Volume Accumulation
  Volume AMA
  Volume Efficency
  Volume EMA
  Volume MA
  Volume Oscillator
  Volume Weight Moving Average
  Weighted Moving Average
  Williams %R


The VWAP Study plots the Volume Weighted Average Price as generated by our streamers on a trade by trade basis. This is a moving average over the last 15 minutes, weighted by the volume behind each trade.

As this value is generated on our servers before being transmitted, it has a few limitations. Firstly, its period cannot be changed from 15 minutes. It also is limited to working on LSE stocks whose price is generated by AT Trades, namely SETS stocks. It also cannot operate historically, ie the study will start working the moment it is selected and onwards, but will not show values from the past. The Volume Weighted Moving Average avoids each of these problems, so may be of more use on other exchanges and for historical values, but it operates on a minute by minute case, rather than trade by trade.

Under the edit options you can select whether the VWAP is drawn as a line (the close of each minute) or as candles (the default value)

By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions

1 site:2 us 140424 01:39