But when it came to the Volume Weighted Average Price, and in particular the anchored Volume Weighted Average Price-- it was about 2003, I was trading on a platform called Real Tick.

Shannon's strategy: buy the low-risk, high-probability setups and manage risk using an anchored volume-weighted price average (AVWAP). The anchored VWAP indicator ties VWAP calculations to a ...

The market is anchored to that key event, be it the CPI or, as you pointed out, earnings reports, important highs and lows, year-to-date volume weighted average price, month-to-date.

Volume weighted average price (VWAP) was created in 1988 as a benchmark for institutions to determine the quality of their order execution. It is the average price for the day, weighted by volume, ...