indicator · on price · open source

Rolling VWAP

Deepwick · @deepwickv1Updated 2 Oct 2026▲ 0 users

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About

Rolling VWAP is a moving-window equivalent of the anchored VWAP — useful when the platform doesn't reset the session (crypto, FX).

Compare the rolling VWAP to the live VWAP for a clean 'is price trending relative to its recent volume-weighted path' read.

Source code

//@version=5
indicator("Rolling VWAP", overlay=true)
len = input.int(20, "Lookback", minval=2, maxval=500)
rvwap = ta.vwma(hlc3, len)
p_RVWAP = plot(rvwap, "RVWAP", color=color.orange, linewidth=2)

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