ta.vwap
Volume Weighted Average Price (Variable)
Volume Weighted Average Price. It uses hlc3 as its source series.
Syntax
ta.vwapReturns
series float
Remarks
This is the built-in VWAP series. ta.vwap() is the function form with additional parameters; compare both in the Pine reference for your version.
Code Examples
//@version=6
indicator("VWAP (variable)")
plot(ta.vwap, color=color.teal)Trading Applications
Quick access to session VWAP
Identify institutional fair value price
Use as intraday support/resistance
Compare price to VWAP for bias direction
Related Functions
Frequently Asked Questions
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Related Pine Script Functions
ta.vwma() - Volume Weighted Moving Average
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ta.mfi() - Money Flow Index
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