Anchored VWAP
Market Structure
The volume-weighted average price computed from a chosen anchor bar (e.g. a cycle low, a high or a news day) up to today, instead of over a fixed rolling window. It shows the average entry price of everyone who traded since that anchor; the line depends entirely on which anchor is picked. A reference level, not a signal.
Calculation
AVWAP(t) = Σ_{s=anchor..t} typical_price_s × volume_s / Σ_{s=anchor..t} volume_s, typical_price = (high + low + close) / 3.
Unit & source
price · Market convention (anchored volume-weighted average price); definition: tradingstrategies.work
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.