Our R͜͡oll-VWAP. Dynamic. Probabilistic. Adapted to Cryptos.


The classical VWAP was not build for Cryptos. Its timeframe is fixed. Its limited dataset resets constantly. It disregards the asset’s specific volatility.

Inaccuracy in showing market trends. Missing breakout points. The results: Opportunity costs.

The R͜͡oll-VWAP is our solution. For FREE. As an extra, it tells you when price levels are unsustainable.

Your Benefits
  • Built specifically for Cryptos, fits multiple assets
  • See trend, breakouts, unsustainable levels, based on probability
  • Volatility adjusted expected range wraps around it dynamically

The R͜͡oll-VWAP indicator modernizes thetraditional VWAP. It recalculates its inputs continously and wraps it into dynamic, probabilistic channels based on the normal distribution.

Due to this, it auto-adjusts to the asset’s recent characteristics such as trend andvolatility. This is especially important for the volatile nature of Cryptos.

Quantra’s typical visualizations come with ample options to adapt it to your preference. Add this FREE indicator to your stack now by clicking the button below.

Performance Highlights

The  trader could HODL for 44%, following only Trend, exiting after reversal - Or use our R͜͡oll-VWAP to compound 3 trades for 103%.

Entries and exits were not discretionary: Exits near unsustainability, entries near 0.5 standard deviation on a positive trend.

How to use