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calculate_vwap
IndicatorsVWAPIndicator
INSTALLATION
$python -c "exec(open('calculate_vwap.py').read())"
#or paste directly into your Claude Code terminal
[ ABOUT ]
Computes the Volume Weighted Average Price by calculating the typical price ((high + low + close) / 3) for each bar, multiplying by the bar's volume, summing the results, and dividing by total volume. Returns a single VWAP value representing the fair price for the entire session weighted by trading activity.
VWAP is the primary benchmark used by institutional traders to evaluate execution quality — buying below VWAP is considered favorable, selling above VWAP is considered a good fill. For crypto swing traders, the daily VWAP acts as a dynamic support/resistance level: price reclaiming VWAP intraday is a bullish signal; failing to reclaim it after a gap-down open is bearish.
[ USAGE EXAMPLE ]
[ FULL CODE ]
[ METADATA ]
CategoryIndicators
ComplexityBeginner
LanguagePython 3.10+
TagsVWAP, Indicator
[ ASK CLAUDE ]
Ask AI about this skill before installing it.