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Price levels

Anchored TWAP

Anchored TWAP is a price levels indicator. This page lists its exact settings and outputs from the live chart's own definition, with a live example below.

Open on live chart All indicators

Adds Anchored TWAP to a free BTC/USDT chart.

Live example

Settings and defaults

SettingDefaultAllowed range
Price sourceOHLC averageOpen, High, Low, Close, High-low average, Typical price, OHLC average
Anchor periodUTC dayUTC day, UTC week (Monday), UTC calendar month

What it plots

Drawn on the price chart, on the same scale as the candles.

LineUnitDrawn asFirst value
TWAPPriceLineafter 1 candles

Calculation notes

  • Uses UTC calendar periods built from the chart's own candles, so it needs a continuous native data feed (crypto spot).
  • Equal-weight average of the chosen price over this chart’s bars since the start of the current UTC period. It is not a tick-based TWAP and uses no volume. A period that began before the loaded history, or that misses a bar, shows a gap.

Questions

What are the default settings of Anchored TWAP?

The defaults are Price source: OHLC average, Anchor period: UTC day. You can change every setting on the live chart.

Can I use Anchored TWAP for free on TraderAI?

Yes. Every indicator in the library can be added to the free live chart. The free plan keeps up to 2 indicators active at the same time; Pro lets you combine more on one chart.

Educational content. Indicators describe past prices; they do not predict future prices and are not investment advice.

Category
Price levels
Drawn as
Drawn on the price chart, on the same scale as the candles.
First value
after 1 candles
Formula version
traderai-period-v1
Open on live chart

Free plan: up to 2 indicators active at the same time. Pro lets you combine more indicators on one chart.

See plans

Related indicators

  • Period Boxes
  • Period OHLC levels
  • Auto Pitchfork
  • Auto Fibonacci Extension
  • Auto Fibonacci Retracement
  • Zig Zag
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