[TheVWAP.com] TheVWAP – VWAP on Demand Video Course + Indicators

 

Original Sales Page: https://thevwap.com/

 

[TheVWAP.com] TheVWAP – VWAP on Demand Video Course +  VWAP Indicators

 

 

What’s Included?

 

✓ 8 HOURS / 24 video Lessons to Walk you through the entire VWAP Framework 

✓ Six Custom VWAP Indicators 

 

 

Strategy Overview

Our VWAP-focused framework incorporates often-overlooked concepts like standard deviation bands and anchored VWAPs to unlock its full potential.

 

Starting simple.

The most common application of VWAP is an intraday volume-weighted average price plotted from market open to market close, which is still awfully powerful on its own.

Both its cumulative calculation and the critical role it plays in institutional trading make it a driving force in market activity.

By maintaining the same initiation point and building upon itself over time, every share transacted gets factored in to its value. Put simply, it displays the market’s true average price over the entirety of the trading session.

 

Bring in the bands.

Plotting standard deviation bands alongside VWAP creates a virtual grid system on our charts, segmenting price action into distinct zones and providing the ability to objective determine how far we’re trading from the market’s average price.

To do so, we use our “Intraday” indicator.

Price tends to behave differently at varying distances, with VWAP and the deviation bands serving as the barriers separating those contrasting regions. The result? Areas of otherwise hidden support and resistance.

 

VWAP, but make it longer.

One of the biggest misunderstandings about VWAP is that it’s only applicable on an intraday chart, but you should be anchoring volume-weighted averages to prior days as well.

We’re applying the same math — just altering it slightly to cumulatively track consecutive days without the daily reset.

Whether it’s yesterday’s open or a company’s last earnings release, anchored VWAPs from notable events offer a window into market sentiment over a relevant time frame and add invaluable context to our charts.

 

Flexibility

The impact of VWAP — and as a result our strategy — is not limited to one particular market type. Its widespread use by institutional traders makes it effective wherever they’re conducting transactions, which is … basically everywhere.

As long as there’s sufficient volume, VWAP should play a role. To be specific, we have members that currently apply our framework to:

• Futures — ES, NQ, CL, GC, currency Futures, etc.
• Large, mid, and small cap stocks
• Options trading
• Cryptocurrency