Anchored VWAP (AVWAP)

#What you see

A line that starts at the anchor candle (marked with a dot and AVWAP) and follows the volume-weighted average price of everything traded since then. Bands at a multiple of the volume-weighted standard deviation can be shown above and below it. The legend shows the anchor after the name, e.g. Anchored VWAP (2026-10-26 14:30), and the band values at the candle under the cursor.

You can have several on the chart, each with its own anchor and colours.

#Placing the anchor

• Right-click a candle and choose Draw → Anchored VWAP in the chart menu: a new one starts at that candle.
• Indicators → Anchored VWAP in the chart menu: Anchor here moves the anchor to the clicked candle, Pick anchor waits for a click on a candle, Remove takes it off the chart (the end actions are below).
• Added from the indicator list, it waits for a click on the anchor candle. While you pick, a dashed preview follows the candle under the cursor. On touch screens it starts at the first loaded candle instead; set Anchor in the settings.
• Or type the time into Anchor in the settings (in your time zone).

The anchor is a point in time, so it stays at the same moment when you change the timeframe; on a larger timeframe the sums start with the candle that contains it. If the anchor is older than the loaded candles, the legend says so; scroll back to load them.

#Ending it (looking back)

To study a past move, give it an end: End here in Indicators → Anchored VWAP stops the line and the bands at the clicked candle, Pick end waits for a click on the last candle (a dashed preview follows the cursor), Clear end lets it run to the latest candle again. Or type the time into End (optional). The end must come after the anchor; moving the anchor past the end clears the end. A hollow dot marks the last value, and the legend shows both times, e.g. Anchored VWAP (2026-10-13 18:00 → 2026-10-16 11:00). On a smaller timeframe the line ends with the candle that starts at that time.

#How it is calculated

For every candle from the anchor candle up to and including the current one:

• Price p per candle, by default (open + high + low + close) / 4 like the VWAP; also (high + low + close) / 3, (high + low) / 2 or the close.
• AVWAP = sum of (p × volume) / sum of volume.
• Standard deviation σ = √(sum of (p² × volume) / sum of volume − AVWAP²); band n is AVWAP ± multiplier × σ.

Each value uses only the candles from the anchor up to its own candle, so it never looks ahead. Candle volume is used, so results differ slightly between timeframes.

#How to read it

• Anchored at a swing high or low, a breakout or a news candle, the line is the average price paid by everyone who traded since then: above it those buyers are in profit, below it in loss.
• Price often reacts at the AVWAP of a major swing; reclaiming or losing it is a common trend signal.
• The bands show how far price has stretched from that average; moves to the second or third band are rare.

#Using it in strategies

Outputs: value (the AVWAP) and upper1, lower1 … upper3, lower3 for the three bands, whether they are shown or not; after an end there are no values. In the Trade Setup, "Price vs line" works with the AVWAP like with any line on the price chart. In WickScript, avwap(start) starts over at every candle where the condition start is true, e.g. avwap(crossover(close, ema(close, 50))) (from each cross above the 50 EMA); with a fixed anchor use use indicator "Anchored VWAP" with anchorTs 1793052000000 as a (add endTs for an end) and read a.value.

#Settings

Open the settings with the slider icon next to the indicator (Indicators, F3). Numeric settings can be swept as Step 1 / Step 2 parameters when you run a strategy.

#Inputs

#Bands

#Styles

#Outputs

These values can be used in Trade Setup triggers, filters and exits (see Trade Setup) and in WickScript.

#Use in WickScript

use indicator creates this indicator inside a script, with settings by their ID. Each output is a field of the name after as. See WickScript indicators.

wickscript 1
indicator "Anchored VWAP (AVWAP) from the list" on chart
use indicator "AVWAP" with band1 1 as myAvwap
show myAvwap.value as line "value"