AVWAP is developed by Brian Shannon - https://twitter.com/alphatrends What is a Anchored VWAP VWAP as normally used is intraday VWAP i.e. average price of all trades done in a particular day Anchored VWAP is extended time VWAP starting from a “Anchor” i.e. a point which trader thinks is important and AWAP price is average price of all trades from that point. “Anchor” can be anything i.e. Event Day, High volume day, Swing high / Swing low, gap up / down, Starting of series etc. Once a VWAP is plotted from anchor, it shows the control of buyer / seller which is not seen on simple candle stick bar chart. More about AVWAP on the video below.