volume weighted average price

This indicator set allows traders to mimic Brian Shannon from Alphatrends’ AVWAP Anchored VWAP tool. While Thinkorswim doesn’t allow point and click AVWAPs, this indicator will allow traders to input a date and time to anchor a VWAP to and plot accurate VWAPs from pivot highs and lows and important turning points on any time frame. You can add multiple copies to have as many Anchored VWAPs on your chart as you need.