Ideas from Brian Shannon's book "Anchored VWAP"
The Multi-Day Rolling VWAP indicator for intraday timeframes allows you to track the Volume Weighted Average Price (VWAP) over multiple days, specifically for 1-day, 2-day, 3-day, 4-day, and 5-day periods. This indicator beyond the standard daily VWAP provides a broader perspective on price trends and market...
Introduction
The Multi VWAP tool extends the concept of using the Anchored Volume Weighted Average Price, popularized by its founder, Brian Shannon, founder of AlphaTrends, and creates automatic AVWAPS for multiple anchor points, such as for 2-day, 3-day, 4-day, 5-day, and custom date anchors as well as automagically creating month-to-date and year-to-date...
![MNDY: Multi-Day Rolling VWAP [Intraday]](https://s3.tradingview.com/m/mBkObMct_mid.png "Multi-Day Rolling VWAP [Intraday]")
![SPY: Multi VWAP [MW]](https://s3.tradingview.com/l/L8cxNVC7_mid.png "Multi VWAP [MW]")
