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VolumePine Script v6Built-in Variable

ta.vwapVolume Weighted Average Price (Variable)

Volume Weighted Average Price. It uses hlc3 as its source series.

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Syntax

Syntax
ta.vwap

Returns

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

Pine Script v6 Example
//@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

ta.vwap

Frequently Asked Questions

ta.vwap is a built-in series representing volume-weighted average price, typically resetting each session. The variable form uses hlc3 as the price source in standard behavior.

The variable exposes the default VWAP series. The function may accept arguments (e.g., anchor, source) depending on Pine version; check the official docs for the exact signature.

VWAP shows the volume-weighted average price for the session, often used as a fair-value benchmark. Many traders treat price above VWAP as relative strength and below as weakness on intraday timeframes.

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