VWAP
The volume-weighted average price of the session — the institutional benchmark price.
What it means
VWAP is the average price weighted by volume since the open: the price the average traded dollar actually paid. Institutional executions are graded against it, which makes it a self-fulfilling reference — algos buy below it and sell above it all day long.
TraderWe does not currently ship VWAP as a built-in factor. The closest native tools are time-window averages (Sma) and the day's heaviest traded level (MaxBuyPrice / MaxSellPrice), which capture related — though not identical — information about where money transacted.
Why traders care
- The most watched intraday reference line in US equities.
- Above/below VWAP is a widely shared regime definition — crowded, but real.
Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.