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Machine Learning: VWAP

Adapt VWAP anchor changes with price, volume, and optional machine-learning calculations.

AlertsSource updated 2023-12-05Reviewed 2026-07-19
Machine Learning VWAP publication chart on TradingView

Overview

Adapt VWAP anchor changes with price, volume, and optional machine-learning calculations.

The script changes VWAP anchors when configured high/low conditions occur, with optional machine-learning and rationalized-source calculations. Basis direction, bands, and price crosses provide trend, value, and momentum context.

Key capabilities

  • Adaptive VWAP anchoring
  • Upper, lower, and basis levels
  • Optional machine-learning modes
  • Bullish and bearish cross signals
  • Optimal Length source support

Configuration

Start with the documented controls

  • Choose standard or machine-learning VWAP behaviour.
  • Set the source and lookback.
  • Optionally supply a compatible Optimal Length source.

Tutorial

Learn the workflow in context

Step 1

How it works

The script changes VWAP anchors when configured high/low conditions occur, with optional machine-learning and rationalized-source calculations. Basis direction, bands, and price crosses provide trend, value, and momentum context.

  • Adaptive VWAP anchoring
  • Upper, lower, and basis levels
  • Optional machine-learning modes
  • Bullish and bearish cross signals
  • Optimal Length source support

Step 2

Set up the script

Open the original publication, choose Use on TradingView, then add the script to the intended symbol and timeframe. Review each input before relying on the display; defaults are a starting point, not a universal recommendation.

  • Choose standard or machine-learning VWAP behaviour.
  • Set the source and lookback.
  • Optionally supply a compatible Optimal Length source.

Step 3

Create an alert

All current YinYang publications support TradingView alerts. Select a condition exposed by the script, confirm the symbol and timeframe, and test notifications before relying on them. This Alerts label does not by itself mean a webhook execution workflow has been verified.

Risk and results context

Signals, projections, and strategy outputs are analytical tools—not financial advice or guarantees of future results. Trading involves substantial risk.

This guide is a rewritten YinYang overview. For the author’s complete source description and release notes, view the original publication.

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TradingView® is a trademark of TradingView, Inc. YinYang Algorithms is not affiliated with or endorsed by TradingView. A separate TradingView account is required; paid TradingView plans are not included.