Anchored VWAP Calculator
Calculate a cumulative volume-weighted typical price from ordered entered bars, with the anchor, price-volume products and cumulative denominator visible.
Enter ordered high-low-close-volume bars
The first entered row is the anchor. Use completed bars from one symbol, timeframe, feed and volume type.
One completed bar per line. Close must lie inside the high-low range and volume must be positive.
Latest anchored VWAP state
Entered VWAP, CMF and Keltner 1.0.0.
| Label | Index | High | Low | Close | Volume | Typical price | Price × volume | Cumulative volume | VWAP | Close − VWAP | State |
|---|
How anchored VWAP is calculated
Price-volume product = typical price × volume
VWAP = cumulative price-volume ÷ cumulative volume
Version 1.0.0 anchors the cumulative sums to the first entered row. Every entered row is reportable, and changing the first row changes every later result.
The exact table exposes each HLC3 typical price, product, cumulative volume and VWAP. No hidden session or calendar reset is applied.
Assumptions and limits
- At least one ordered HLCV row with positive volume is required.
- Rows must use one symbol, timeframe, broker feed and consistent volume type.
- Spot-forex tick volume is not centralized executed turnover.
- Platform values can differ when the anchor, applied price or source volume differs.
- Price position, trend, crossover, support, resistance, entry and exit interpretations are withheld.
Worked example from the audited fixture
How to interpret the result
This VWAP begins at the first entered row and has no automatic session reset. The close-minus-VWAP difference is a price-unit comparison, not a deviation signal. Changing the anchor row or volume source changes every cumulative value.
Frequently asked questions
- Enter at least one ordered high-low-close-volume bar from one symbol, timeframe, feed and volume type.
- Version 1.0.0 uses typical price, defined as high plus low plus close divided by three.
- The first entered row is the explicit anchor for both cumulative price-volume and cumulative volume.
- No. It applies no hidden daily, weekly or session reset; change the first row to change the anchor.
- VWAP divides cumulative price-volume by cumulative volume, so positive entries keep every denominator defined.
- MetaTrader commonly supplies tick volume, which counts price changes rather than centralized executed turnover.
- Only when the same bars, HLC3 applied price, volume series and anchor boundary are used.
- No. Price position, crossover, trend, support, resistance, entry and exit labels are withheld.
Sources and methodology
- TradingView Help — VWAP — Published HLC3 and cumulative price-volume formula with anchor context.
- MetaQuotes Code Base — VWAP — Platform implementation context for cumulative price and volume.
- MQL5 Reference — Applied Prices — Official typical-price definition as HLC3.
Continue entered price-volume analysis
Compare the chart feed and trading terms
Use one broker feed, symbol and timeframe for every entered observation, and compare the source history with your terminal before relying on a platform match.
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