{ type: 'anchored', t: <unix-seconds> } — anchored VWAP.
Values before t are NaN; from the first candle with time ≥ t
the cumulative sums begin and never reset. Useful for measuring
VWAP from a breakout, news event, or session open.
Placement is 'overlay' — VWAP is a price-equivalent line that
belongs on the main price pane.
Volume Weighted Average Price.
typicalPrice_i = (high + low + close) / 3 vwap_i = Σ(typicalPrice * volume) / Σ(volume)
Anchor modes:
'session'(default) — cumulative sums reset at the start of each UTC day (every 86400 s). Standard intraday VWAP.'cumulative'— cumulative-from-start (never resets).{ type: 'anchored', t: <unix-seconds> }— anchored VWAP. Values beforetare NaN; from the first candle with time ≥tthe cumulative sums begin and never reset. Useful for measuring VWAP from a breakout, news event, or session open.Placement is
'overlay'— VWAP is a price-equivalent line that belongs on the main price pane.