Qué es
Volume-weighted average price.
Volume-Weighted Average Price (VWAP) is the cumulative product of price and volume divided by cumulative volume, typically reset at the start of each trading day. Each bar contributes proportionally to how much actually traded — a 100-share print and a 1,000-share print do not weigh the same.
VWAP is the most common institutional execution benchmark: an order is 'filled at VWAP' if its average execution price equals the day's VWAP. Buy-side traders work child orders into the day to track it; brokers offer VWAP execution algorithms specifically for this.
Retail traders also use VWAP as an intraday mean-reversion level — fades back to VWAP and bounces off it are common scalping setups. Crypto markets, which trade 24/7, often anchor VWAP to a session boundary or a recent swing rather than midnight.
VWAP_t = Σ(P_i · V_i) / Σ(V_i) for i = session start ... t
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Gráfico en vivo
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Gráfico de TradingView. El estudio integrado se muestra a modo ilustrativo; el motor de Noon Barbari calcula sus propios valores.
Parámetros
| Parámetro | Predeterminado | Rango |
|---|---|---|
| Anchor | session | — |
| Rolling period | 20 | 2 – 500 |
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