
VWAP (Volume Weighted Average Price) is a trading benchmark that calculates the average price of an asset adjusted by trading volume over a specified period. It is widely used by day traders, institutions, and algorithmic trading systems to assess fair value and optimize trade execution.
Key Formula:
VWAP=∑(Price×Volume)/∑Volume
- Price = Typical price (High + Low + Close) / 3 or just Close price.
- Volume = Trading volume for each period.
2. Why Use VWAP?
Purpose:
1)Fair Value Reference
Price > VWAP = Bullish bias; Price < VWAP = Bearish bias.
2)Dynamic Support/Resistance
Acts as a key level for intraday breakouts/reversals.
3) Trend Confirmation
Price holding above VWAP = Uptrend; Below = Downtrend.
Volume Weighted Average Price (VWAP) 指标详解及用法
1. 基本概念
VWAP(成交量加权平均价) 是一种技术分析工具,用于衡量资产在特定时间段内的平均交易价格,并根据成交量进行加权计算。它帮助交易者判断当前价格相对于市场的“公平价值”,常用于日内交易、算法交易和机构执行订单。
核心公式:
VWAP=∑(Price×Volume)/∑Volume
每条K线的价格 × 成交量累加,再除以总成交量,得到动态加权均价。
2. VWAP 的主要用途
用途:
1)判断市场公允价格
价格高于VWAP = 偏强;低于VWAP = 偏弱。
2)支撑/阻力参考
VWAP常作为短线交易的动态支撑/阻力位。
3)日内趋势确认
价格持续在VWAP上方 = 多头主导;下方 = 空头主导。