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Indicator · Pine Script v5 · On the chart
VWAP (Cumulative)
The VWAP Cumulative indicator calculates and plots a continuous Volume Weighted Average Price directly on the main price chart.
GitHub stars48on the repository
Pine versionv5runs as is
Lines of code6
Settings0inputs
LicenceMIT
Last updateyesterday27 Oct 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
6 lines of Pine Script v5 from crates/app/scripts/vwap_cumulative.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
//@version=5
indicator("VWAP (cumulative)", overlay=true)
// Honest name: cumulative from the loaded history, not session-anchored —
// activity-sampled charts have no sessions to anchor to.
vwap = ta.cum(hlc3 * volume) / ta.cum(volume)
plot(vwap, title="vwap", color=color.purple, linewidth=2)
Overview
Instead of resetting at session or daily boundaries, it computes a running cumulative VWAP using typical price and volume across all available history on the chart. This design makes it particularly suitable for non-time-based or activity-sampled charts such as tick, volume, dollar, or imbalance bars. The indicator displays a single line overlay and includes no configurable input parameters.
- Cumulative VWAP calculation across chart history
- Typical price and volume weighting
- Continuous line overlay on the price chart
- Unanchored design suitable for activity-sampled charts
Details
Published by
milocaetano on GitHub
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
Trend, Moving averages, Support & resistance
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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