Rolling VWap

The Rolling VWAP (Volume-Weighted Average Price) is a variation of the standard VWAP that calculates the VWAP over a rolling (fixed-length) period instead of resetting at the start of each trading session. This makes it useful for tracking VWAP trends over intraday or multi-day periods.

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Manufacturer: nt8indicators

SKU: RVWAP

Vendor: nt8Indicators

$9.90

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How It Works:

Standard VWAP: Normally, VWAP is calculated from the start of the session and includes all trades up to the current time.
Rolling VWAP: Instead of using all session data, it only considers the most recent N bars (or a specific time window).
Formula: $VW A P = \sum V o l u m e \sum ( P r i ce \times V o l u m e )$ but only using data from the last N bars.

Why Use Rolling VWAP?

Helps identify short-term price trends.
More adaptive compared to traditional VWAP, which can become less responsive as time passes.
Useful for intraday traders who need a dynamically updating VWAP.

Product tags

volume (11)
,
volatility (4)

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