Volumengewichteter Durchschnittspreis (VWAP) Complete Guide
Volumengewichteter Durchschnittspreis
What is Volumengewichteter Durchschnittspreis (VWAP)?
Der volumengewichtete Durchschnittspreis (VWAP) ist ein Volumenindikator, der in der technischen Analyse verwendet wird. Er hilft Händlern, potenzielle Ein- und Ausstiegspunkte zu identifizieren, indem er Preisdynamik, Trendrichtung oder Volatilität analysiert.
Signal Types
Bullish VWAP Cross
Occurs when the price crosses from below to above the VWAP line, signaling a potential shift to bullish intraday momentum.
Bearish VWAP Cross
Occurs when the price crosses from above to below the VWAP line, signaling a potential shift to bearish intraday momentum.
Dynamic Support/Resistance
In a trending market, price often bounces off the VWAP line, confirming the strength of the current trend.
Related Indicators
FAQ
Why is VWAP primarily used for intraday trading?
Standard VWAP calculations reset at the start of each trading session. This makes it highly sensitive to the current day's cumulative volume and price action, but less relevant for long-term historical analysis unless using an 'Anchored VWAP'.
What is the difference between VWAP and a Moving Average?
A Simple Moving Average (SMA) only considers price over a set number of periods. VWAP incorporates volume, meaning a price move on high volume will impact VWAP significantly more than a move on low volume.
How do institutional traders use VWAP?
Institutions use VWAP as a target for execution. Buying below VWAP or selling above it is considered a 'good fill' because the order was executed at a price better than the market average for that day.
Parts of this page (FAQ, introductions) are AI-assisted. Core data and statistics are algorithmically computed. All pattern definitions are human-reviewed.
Haftungsausschluss: Diese Seite basiert auf öffentlichen Marktdaten und algorithmischer technischer Analyse. Sie stellt keine Anlageberatung dar.
Data source: EODHD · © 2026 KlineVision AI