Positive VWAP Divergence

Table of Contents

These alerts compare the price of the last print to the current VWAP for the day.  These will notify you when the price moves an integer number of percentage points off the VWAP.

These will also tell you when the price crosses the VWAP.  Initially every stock starts at the VWAP.  If the price moves significantly in one direction, and then back, there will be an alert when the price crossed the VWAP.

These alerts are popular because of algorithmic trading.  One of the most important metrics for algorithmic traders is how far off the VWAP a stock is trading.  Other traders use our alerts to predict how the algorithmic trading strategies will try to hide large order flow.

These alerts will typically go off only once at each integer percent level.  However, if a price moves one way, then back the other way, the alerts will notify you of the return trip.  To limit the alerts even further, use the alert specific filters, as described below.

Alert Info for Positive VWAP Divergence [VDU]