VWAP: anyone trading it in forex?

FTC Community TeamStaff103 views

Volume-weighted average price is an institution's anchor — reversion to VWAP is a classic equities strategy. In forex, the lack of true volume makes VWAP approximations, and the results are mixed.

VWAP: anyone trading it in forex? — moving average crossover diagram
A fast moving average crossing a slower one

What's your experience?

  • how you calculate or source VWAP in fx
  • the setups you trade around it
  • why it works or doesn't for you
VWAP: anyone trading it in forex? — risk-reward diagram
A risk-reward ratio of 1 to 2

The moving averages guide contrasts with VWAP's volume weighting.

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