Anchored VWAP (swing low) Indicator: Formula, Settings and How to Read It
Anchored VWAP (swing low) accumulates a volume-weighted average price from the bar that made the lowest low within a lookback window. It is the mirror of the swing-high version: below this line, participants who sold since the trough are on average holding at a better price than the current quote.
Senzoukria · Indicators · Updated September 2026
Anchored VWAP (swing low) ships with the Senzoukria desktop app, in the VWAP & bands group of the indicator catalogue. It is drawn on the price chart.
What Anchored VWAP (swing low) measures
The anchor is the bar with the lowest low of the last N bars, and when several bars share that low the most recent one is used, so the line begins at the latest test of the floor. From there, typical price times bar volume is accumulated and divided by total volume, producing a single running average that never restarts at a session open. Bars before the anchor carry no value, and neither do bars where accumulated volume is still zero. Loading fewer than N bars produces nothing, since the lowest low of a truncated history is not the lowest low of the window you configured.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
VWAP ancré au PLUS BAS des N dernières barres (cf. `anchoredSwingVwap`). Symétrique du précédent : sous cette ligne, les vendeurs entrés depuis le creux sont en gain moyen. Défaut N=200.
How to read it
- The line is the average price at which the market has traded since the low. Price above it means the move off the low has taken place, on average, below where price stands now.
- Watch the slope rather than the level alone: a line rising steadily says new volume keeps trading higher than the accumulated average; a flattening line says fresh volume is no longer shifting it.
- A pullback that reaches the line brings price back to the average cost of everything traded since the trough. That is a context, not a trigger.
- Running this line alongside the swing-high version shows both averages at once; the gap between them measures how much of the swing has been traded through.
- A sudden redraw usually means a new low printed inside the lookback and moved the anchor.
Parameters and defaults
Lookback defaults to 200 bars, with a range of 2 to 5000, and determines only how far back the lowest low is searched for. Shorten it to track the most recent local trough, lengthen it to keep the line anchored to a more significant low across many sessions. Color has no effect on the calculation.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Lookback | number | 200 | 2 – 5000 |
What it does not show
This line describes average cost since an anchor, which is not the same as support: nothing in the formula measures resting liquidity, and a level can be crossed without any reaction. The anchor itself is unstable by construction, since any new low inside the window replaces it and recomputes the series. Bar volume is aggregated without an aggressor split, so the line cannot tell you whether the trade since the low was initiated by buyers or by sellers — the footprint bid-by-ask view answers that. Gaps in your history distort the accumulation silently, because missing volume is simply absent from both sums.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Rolling VWAP — VWAP & bands
- Session VWAP + σ bands — VWAP & bands
- Anchored VWAP (session open) — VWAP & bands
- Anchored VWAP — VWAP & bands
- Fibonacci Pivots — VWAP & bands
- Woodie Pivots — VWAP & bands
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- How do you anchor a VWAP to a swing low?
- This indicator does it automatically: it finds the bar with the lowest low inside the lookback window, defaulting to 200 bars, and starts the volume-weighted accumulation there. On tied lows the most recent bar is chosen. If you want to anchor to a specific bar rather than an automatically detected extreme, use the general Anchored VWAP indicator, which exposes several anchor modes.
- Is the anchored VWAP from the low a support level?
- It is an average price, not a support. It tells you where trade has occurred on average since the trough, which is useful context when price returns to it, but the calculation contains nothing about resting orders or absorption. Whether a reaction happens there is answered by the order book and the footprint at that price.
- What lookback should I use for a swing-low anchored VWAP?
- The lookback should be long enough to contain the low you actually care about. The 200-bar default spans a recent structural low on many intraday futures charts, while a much shorter setting will re-anchor on every minor dip. Pick the window that contains your reference low and leave it alone, since changing it mid-analysis changes the whole line.