Open-source scriptindicator/v1
Volume-Weighted Average Price
Track the cumulative average traded price weighted by volume from each daily anchor.
#benchmark#volume#vwap
Description
Volume-Weighted Average Price combines typical price and volume from the start of each daily session. It provides a participation-weighted reference that traders often compare with current price when evaluating intraday location and execution.
Open-source script. Everyone can inspect the source code, use the script on a chart, and save an editable copy.
Release notes
Version history · 1 published version
Version 1CurrentChart updatedVolume-Weighted Average Price · Aug 31, 2026
Source codempl-2.0View sourceHide source
indicator("Volume-Weighted Average Price", { overlay: true });
const source = input.source("Source", "hlc3");
const anchor = input.select("Anchor", "day", ["day", "week", "month"]);
const line = vwap(source, anchor);
plot(line, { title: "VWAP", color: "#2962ff", lineWidth: 2 });
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