Trends/Volume and money flow

Anchored VWAP

VWAP that starts from a date you choose instead of the start of the day.

Volume and money flowBest on 3M, 6M, 1YAlso called AVWAP

Illustration of the anchored VWAP shape. It is a sketch, not real price data.

What it shows

Anchored VWAP is the average price paid since a chosen date, weighted by volume. People anchor it to a major low, high, earnings day or the start of the year.

It shows the average cost of everyone who traded since that date. A price above it means the average trade since then is below the current price.

How we find it

The same code that draws it on your chart follows these steps, with the same result every time.

Choose an anchor bar.
From that bar, sum typical price × volume.
Divide by the sum of volume from that bar.
Plot the line from the anchor forward.

Starting values: Anchor chosen date, default is the last swing low. These are proposed and will be tuned on real price data before launch.

How to read it

The gold dot marks the anchor.
The gold line is VWAP since then.
Price is above the line.

Status labels you may see

Label	What it means
Above	Close is above anchored VWAP.
Below	Close is below anchored VWAP.
At	Within 0.5%.

What cancels it

Moving the anchor resets it.

What traders check next

Distance from price to line.
What happened at the anchor date.
Several anchors compared.

Limits

The anchor is a choice.
Different anchors give different lines.
Needs volume data.

Try it in forecastviz

Open any ticker and choose Volume and money flow → Anchored VWAP in the left menu.
Switch between 3M, 6M, 1Y to see how the picture changes.
Compare with VWAP and Volume profile on the same chart.

Open on a ticker

Questions

How do I choose an anchor?

Dates where something changed: a low, a high, earnings.

Does it ever reset?

Only when the anchor is changed.