Using the AVWAP formula, we can calculate the AVWAP for the 5-minute period:

where Price is the trade price, Volume is the trade volume, and Σ represents the sum of the values.

AVWAP = ( ($50.00 x 100) + ($50.20 x 200) + ($50.50 x 300) ) / (100 + 200 + 300) = $50.33

Maximum Trading Gains With Anchored Vwap Pdf Apr 2026

Using the AVWAP formula, we can calculate the AVWAP for the 5-minute period:

where Price is the trade price, Volume is the trade volume, and Σ represents the sum of the values. maximum trading gains with anchored vwap pdf

AVWAP = ( ($50.00 x 100) + ($50.20 x 200) + ($50.50 x 300) ) / (100 + 200 + 300) = $50.33 Using the AVWAP formula, we can calculate the