D07-F05-A08 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Session VWAP Indicator
What volume-weighted price has accumulated since the declared session reset? 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
VWAP_t=sum_{i in session, i<=t}(P_i V_i)/sum_{i in session, i<=t}V_i
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