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

Qty:

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

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volatility (4)

Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

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