VWAP - Volume-Weighted Average Price

The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and the volume of each transaction (if tick data is used, otherwise the last price and total volume of each bar is used) for the current day and divides it by the total volume.

The theory says that if a trade buy price is lower than the VWAP then it is a good trade. If the trade buy price is lower than the VWAP then it is a bad trade. For this reason, the VWAY is often used as a trading benchmark by traders and investors.

In algorithmic trading, some brokers offer VWAP order types to guarantee the execution of the order at VWAP price.

Traders can also use the VWAP or volume-weighted average price line to find potential support and resistances levels for entries and exits.

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