Pineify logo
Moving AveragesPine Script v6

ta.vwma()Volume Weighted Moving Average

Computes the volume-weighted moving average (VWMA): over the last length bars, each source value is weighted by volume. Heavier volume bars pull the average more, tying the trend line to where participation was largest.

TradingView language reference

Generate Code with AIFull Cheatsheet

Syntax

Syntax
ta.vwma(source, length) → series float

Arguments

ParameterTypeDescription
sourceseries int/floatSeries of values to process (often close).
lengthseries intNumber of bars (length).

Returns

Volume weighted moving average of source for length bars back.

Remarks

na source values are ignored. Volume availability and meaning depend on the feed; a zero total weight makes a weighted mean undefined. The illustrative ratio assumes aligned valid inputs and is not a full missing-data equivalence test.

Code Examples

Pine Script v6 Example
//@version=6
indicator("ta.vwma")
plot(ta.vwma(close, 15))

// same on pine, but much less efficient
pine_vwma(x, y) =>
    ta.sma(x * volume, y) / ta.sma(volume, y)
plot(pine_vwma(close, 15))

Trading Applications

Incorporate volume into trend analysis

Compare volume-weighted and equal-weighted source averages

Compare VWMA with SMA to detect volume-driven moves

Use as a dynamic support/resistance with volume confirmation

Related Functions

ta.smata.emata.rmata.wmata.swmata.alma

Frequently Asked Questions

ta.vwma() averages price (or any source) over length bars, weighting each bar by its volume. It is equivalent in spirit to sum(price*volume)/sum(volume) over the window.

SMA ignores volume. VWMA gives more weight to source values on higher-volume bars. Weighting a bar close by its entire volume does not reconstruct the prices of all trades or identify institutional buying/selling.

VWMA helps when volume meaningfully varies—e.g., spotting whether price is holding above an average that reflects heavy participation, or diverging from a volume-agnostic SMA.

Generate ta.vwma() Code with AI

Draft Pine Script using ta.vwma() with Pineify's AI Coding Agent, then review the arguments and test the result on your chart. Usage depends on your plan and available credits.

Explore AI Coding AgentBrowse Pine Script Reference

Related Pine Script Functions

ta.sma() - Simple Moving Average

Learn how to use ta.sma() in Pine Script. Syntax, parameters, code examples, and trading applications for the Simple Moving Average function.

Open

ta.ema() - Exponential Moving Average

Learn how to use ta.ema() in Pine Script. Syntax, parameters, code examples, and trading applications for the Exponential Moving Average function.

Open

ta.wma() - Weighted Moving Average

Learn how to use ta.wma() in Pine Script. Syntax, parameters, code examples, and trading applications for the Weighted Moving Average function.

Open

ta.swma() - Symmetrically Weighted Moving Average

Learn how to use ta.swma() in Pine Script. Syntax, code examples for the fixed 4-bar Symmetrically Weighted Moving Average.

Open

ta.alma() - Arnaud Legoux Moving Average

Learn how to use ta.alma() in Pine Script. Syntax, parameters including offset and sigma, code examples for ALMA.

Open