Structure-Anchored VWAPStructure-Anchored VWAP — a VWAP that re-anchors to market structure, not the clock
A normal VWAP resets on a fixed session — the day, the week. But the level that matters is rarely the one measured from midnight; it's the one measured from the move you're actually trading: the last change of character, the last break of structure, the last liquidity sweep. Structure-Anchored VWAP resets its cumulative volume-weighted average price from the structural event YOU choose, so the mean / value line
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