VWAP, free.
VWAP is free on Basis, on live crypto markets, with no account and no trial. It is one of the ninety-three studies in the library and there is no limit on how many studies a chart can carry.
What you get
- Session VWAP anchored to the period start, accumulating from there
- Standard deviation bands measured on the volume weighted distribution, not on closes
- Volume weighted moving average as a separate study, for the rolling-window question
- Works on every timeframe including sub-minute and range bars
- Combinable with order flow and derivatives on the same screen
- Readable against the volume weighted moving average, which answers a different question on the same data
Why this is usually paid for
VWAP itself is cheap to compute, but the version worth having needs volume at every bar and a proper anchor, and platforms that treat volume as a secondary field tend to ship an approximation. The good implementation then becomes a paid differentiator.
Basis already holds the volume it needs for order-flow work, so an accurate VWAP costs nothing extra and is not treated as a premium line.
How to use it
- 1
Add VWAP to the chart
The button below opens the terminal with VWAP already applied. It anchors to the session start and accumulates forward, which is the behaviour most desks mean when they say VWAP.
- 2
Treat it as the average fill, not a moving average
VWAP answers what the average execution price has been since the anchor. Institutional execution is often benchmarked against it, which gives it a reason to act as support or resistance beyond the self-fulfilling one.
- 3
Give the session time before trusting the bands
Right after the anchor there is not enough data for a meaningful deviation, so the bands start extremely tight and price sits outside them almost immediately. That is a sample-size artefact rather than an extreme move.
Questions
What is the difference between VWAP and a moving average?+
A moving average weights every bar in its window equally or by age. VWAP weights by volume and accumulates from a fixed anchor rather than rolling, so it answers where the average trade actually happened rather than where price has been on average.
What is the difference between VWAP and VWMA?+
VWAP anchors to a session start and accumulates from there, which makes it an execution benchmark. VWMA uses a rolling window with no anchor, which makes it a trend line. They are frequently confused, and using one where the other belongs produces readings that look sensible and mean nothing.
Where does the session anchor start on crypto?+
Crypto trades continuously, so the daily boundary is a convention rather than a market event. Basis uses a daily anchor by default, which most desks also use. The anchor choice moves every line on the chart, so it is worth knowing which one you are looking at.
Can I put VWAP and other studies on the same chart?+
Yes, with no cap. You can run VWAP alongside as many of the other studies as you want, on as many panes as you want, because there is no per-chart indicator limit and no tier that would raise one.
Open it and see
The chart opens with this already turned on. Nothing to configure, nothing to sign up for.
Open the chartAlso free
Updated 2026-08-23 · Indicator reference · Documentation · Terminal