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Volume / flowIntermediate
VWAP
Volume-weighted average price. More native to equities/futures; use carefully in retail FX.
Formula (conceptual view)
Cumulative (price × volume) / cumulative volume over the session window.
Common parameters: Session VWAP (platform-dependent)
How to read
- ▸Price relative to VWAP is institutional language in some markets.
- ▸In retail FX, “volume” is often tick proxy — stay humble.
- ▸Treat as optional context, not sacred fair value.
- ▸If data quality is weak, prefer ATR + structure.
Common mistakes
- ✕ Assuming FX tick volume equals true institutional volume.
- ✕ Building a full system on VWAP alone in CFD FX.
- ✕ Ignoring session resets.
Works well with
Session mapStructureRisk rules