D07-F01-A20 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Volume-Weighted Moving Average (VWMA)
What price level results when each observation is weighted by its declared volume? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
VWMA_t = sum(P_i V_i) / sum(V_i) over the trailing n observations
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7