← Back to Library
Volume

VWAP

Volume Weighted Average Price (VWAP) serves as a benchmark for intraday traders. It represents the average price a security has traded at throughout the day, based on both volume and price.

Pine Script V6
//@version=6
indicator('VWAP', overlay=true)
plot(ta.vwap(close), 'VWAP', color=color.orange)