Defining the Trio

1. VWAP (Standard Session VWAP): Resets automatically at the start of every trading session (market open). It reflects intraday market equilibrium and is primarily used by day traders to gauge institutional bias for that day.

2. AVWAP (Anchored VWAP): Allows you to start the calculation from any specific candle or event in history rather than just the market open.

3. Swing AVWAP: A specific application of AVWAP where anchor points are tied strictly to key swing highs (resistance) or swing lows (support) on swing or daily charts.

Daily VWAP with SSL and Candle