vwap — VWAP

Category: Volume · Standard

For Skill / AI Agent integrations

When you POST /api/indicators?explain=true, the response carries a knowledge block with this indicator's interpretation rubric. Pass it to your LLM together with the numeric data — don't make the LLM guess thresholds from memory. Full rubric lives at the Chinese page (summary_focus / signals / caveats).

This is a volume indicator. Math is aligned with TradingView Pine Script.

Parameters

Parameter	Type	Default
anchor	string	session
anchor_ms	int	None
source	string	hlc3
band_mode	string	stdev
mult_1	float	1
mult_2	float	2
mult_3	float	3

Output columns

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

Example call

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

The full description, signal interpretation, caveats and analysis focus points are documented in Chinese at:

vwap (中文详情)

Related indicators

chaikin_oscillator · cmf · cvd · kvo · obv · pvo

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