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.