Skip to content

vwap — VWAP ​

Category: Volume · Standard

Reading the response

Use POST /api/indicators?explain=true to include interpretation notes at indicators[responseKey].explain. Read numeric results from columns and data in the same object.

This is a volume indicator.

Parameters ​

ParameterTypeDefault
anchorstringsession
anchor_msint / None—
sourcestringhlc3
band_modestringstdev
mult_1float1
mult_2float2
mult_3float3

Output columns ​

Output columns are returned in the /api/indicators response — see the call example below.

Native features ​

This indicator has no independent native feature signals.

Provides anchored VWAP and bands; resets change the reference and no cross-anchor confirmation rule is defined.

With signals: true, this indicator returns signals: null. Numeric values and charts remain available; no crossing, divergence or trade rules are added.

Example call ​

bash
curl -X POST -H "Authorization: Bearer mq_xxx" \
  -H "Content-Type: application/json" \
  -d '{
    "exchange": "binance",
    "market":   "perp",
    "symbol":   "BTCUSDT",
    "interval": "5m",
    "limit":    100,
    "calc":     [{"name": "vwap", "params": {"anchor": "session", "anchor_ms": null, "source": "hlc3", "band_mode": "stdev", "mult_1": 1, "mult_2": 2, "mult_3": 3}}]
  }' \
  https://api.mobiusquant.ai/api/indicators

Full interpretation guide ​

Field meanings, interpretation rules and usage notes are documented in Chinese at:

vwap (中文详情)

chaikin_oscillator · cmf · cvd · kvo · obv · pvo

AI trading infrastructure