Trend / Momentum
Anchored VWAP Breakout
Standard VWAP resets every session. An anchored VWAP doesn't, it starts its running volume-weighted average from one specific point you choose and never looks back before it.
Drag the anchor, watch the line recompute
This chart auto-labels a handful of candidate anchors: recent swing highs and lows, a gap bar, and the session open. Click any marker, or drag the gold handle below the chart to any bar directly, and the anchored VWAP line redraws instantly, recalculated from real cumulative price-times-volume starting at that exact bar. Nothing before the anchor counts toward the line. The point of this page is the anchor choice itself, not a signal, watch how differently the same price history reads depending on where you start counting.
Anchor set at the session open. Drag the handle or click a marker to move it.
How it works
- The formula is the same as regular VWAP, only the starting point changes. Every bar from the anchor forward contributes its typical price, the average of the high, low, and close, weighted by that bar's volume. Divide the running total of price-times-volume by the running total of volume and that's the line.
- The anchor is a choice, not a calculation. A swing low anchors the line to "everyone who has bought since this bottom." A gap bar anchors it to "everyone positioned since this repriced." A session open anchors it to plain intraday VWAP, the special case where anchored and standard VWAP are the same thing.
- Nothing before the anchor exists to the line. Move the anchor forward and volume from the bars you skipped over drops out of the calculation entirely, it isn't averaged in and then discounted, it's excluded.
- A touch-and-hold is a specific, checkable event. This tool counts it when a bar's range actually reaches the anchored VWAP line and the bar still closes back on the same side it approached from. A bar that touches the line and closes through it is not counted as a hold.
Where this breaks
A well-chosen anchor point is a hypothesis, not a rule the market has to respect
Anchoring to a swing low or a gap bar is a bet that the volume traded since that specific point represents a meaningful cohort of positioning, everyone who bought the bottom, everyone who chased the gap, and that this cohort's average cost will act as real support or resistance going forward. There's no guarantee that cohort is large enough, or coordinated enough, to matter, and picking the anchor after seeing how price behaved since then is a form of hindsight bias this tool cannot prevent, you already know which swing low "worked" by the time you're clicking it. The honest failure mode is anchor-shopping: trying five different swing points until one produces a line price is currently respecting, then presenting that one as if it were the obvious anchor all along.