Alvanor y VWAP: Combinar para Estrategias
VWAP is a technical indicator that calculates the average price weighted by volume for a specific time period, typically a trading day. Unlike tradition...
VWAP is a technical indicator that calculates the average price weighted by volume for a specific time period, typically a trading day. Unlike traditional moving averages, VWAP incorporates trading volume into its calculation, providing a more accurate representation of the market's true average price. This indicator is widely used by institutional traders to assess execution quality and identify potential trading opportunities. Key fact: Institutional investors like Citadel, which manages over $63 billion in assets, use VWAP as a benchmark for executing large trades with precision. Key fact: A 2023 analysis of 13,681 VWAP trades revealed that using VWAP with Heikin Ashi charts generated a 46% win rate compared to 38% for OHLC charts. Key fact: VWAP with Heikin Ashi charts boasts a 3.03 reward-to-risk ratio, making it significantly more profitable than standard chart types. VWAP is calculated by dividing the total dollar value of all trades by the total volume traded during a specific period.