This post is a video post on the updated VWAP study bundle. A new study was added called VWAP anchor study. This study also has the so called Maximum Permissible Deviation (MPD) lines integrated. You can get the study bundle here


The most recent update video below goes through some updates to the anchor VWAP study.

About the author

Frederik creates #SOLID automated trading strategies and indicators for the Sierra Chart trading platform, helping serious traders worldwide with consistent trading performance.


  • this may be a crazy question but can the vwap study calculate for weekly, monthly, quarterly and yearly as the ECI vwap does? also can the name labels be added so that they are visable on the chart like the native vwap feature? thank you

    • W, M and Q will be added at some point, it’s on the development list. Levels can be used as with any study simply configure the SG appropriately.

  • Hello Frederik
    I am looking for an Anchor VWAP study which includes the volume point of control beginning from the anchor period. Is this feature available in your studies or is this something which can be implemented?
    Thank you for your support.
    Warmest Regards

      • Hello Frederick,
        Just checking in with you to see if the VPOC feature has been added. If it has not been added, could you please provide an estimate for availability?
        Warmest Regards

        • Let me know if you bought the VWAP bundle and I will gladly add this. Will be done in a few days afterwards.

  • if i create VWAPs anchored from different points, is it possible to colour them differently in order to differentiate them if they overlap?

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