Condition-anchored VWAP bands (ta.anchored_vwap_bands)

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The center matches condition-anchored VWAP; outer bands use the volume-weighted population standard deviation. Accumulation or output overflow raises an error.

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Run this example

This complete script uses bundled data. It observes the selected output without placing trades.

import numpy as np
from openbacktesting import Backtest, Strategy
from openbacktesting.test import GOOG

data = GOOG.copy()
data["source"] = data.Close
data["anchor"] = (np.arange(len(data)) % 20 == 0).astype(float)

class Example(Strategy):
    def init(self):
        self.value = self.ta.anchored_vwap_bands(inputs={'source': 'source', 'volume': 'Volume', 'anchor': 'anchor'})
        self.latest_value = None

    def next(self):
        channel = self.value.vwap
        if channel.valid[-1]:
            self.latest_value = float(channel[-1])

result = Backtest(data, Example).run()
print(result["_strategy"].latest_value)

Example inputs: source uses close prices; anchor marks every twentieth bar; replace it with actual period starts.

Call and parameters

self.ta.anchored_vwap_bands(*, stdev_mult=1.0, inputs=None, backend=None, required_outputs=None)

Register in init(). Read the returned channel in next() after checking valid[-1].

Parameter	Meaning	Type	Default	Allowed values
stdev_mult	Volume-weighted population standard-deviation multiplier for VWAP bands.	float	1.0	Minimum: 0.0

source/named source arguments accept a column name or same-run single-channel handle. Alternatively, inputs maps each input below to a column or handle. backend selects a supported implementation; required_outputs selects channels for readiness diagnostics. See shared arguments and handles.

Inputs and outputs

Required inputs: source, volume, anchor.

Channel	Meaning
vwap	Vwap output
lower	Lower band
upper	Upper band

Reading values safely

Insufficient history or missing inputs can make a channel invalid. Check that channel's valid mask; ready is diagnostic and never suppresses next(). Multi-output results may have different valid channels on the same bar.

Supply a complete 0/1 anchor series. The example resets every 20 bars only to demonstrate binding; replace it with your intended periods. Exchange sessions are not inferred.

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