Bookmap forum

The moving VWAP indicator is interesting but you can only have 1 MVWAP line per chart not several as you could with moving averages.

I'm aware of your other indicators. The reason I ask the question about volume weighted moving average is that you obviously have the skills to create such a set of volume weighted moving averages. POC, VAH and VAL all work on a full session as does VWAP they therefore suffer the same time constrain...

For clarification, I mean net traded (aggressor) volume weighted moving average i.e. the Bookmap volume dots should be used to weight the price.

Hi Zoltan,

Do you have any plans to create a volume weighted version of each of the moving averages? I would be very interested in subscribing to volume weighted moving averages as I feel that they would give different and perhaps useful insights in to price behaviour?