Concept
Anchored MA
Anchored MA is a Trend concept. The Library holds 3 implementations, each one a working definition you can pull into Quant.
Top Anchored MA indicators
3 total
What is an Anchored MA?
An anchored moving average starts at a chosen event and averages every bar from that point forward, so its window expands instead of sliding. The anchor can be a session, week or year open, an earnings or news bar, a major swing high or low, or a breakout bar. It answers a different question from a rolling average: not what price has averaged lately, but what price has averaged since this event started mattering.
The best-known anchored average is the anchored VWAP, which adds volume weighting; the plain anchored MA applies the same expanding-window idea to price alone. Fresh anchors produce a jumpy line, since few bars are in the mean; as bars accumulate, each new one moves the average less, so the line hardens into a slow reference for the entire move since the event.
How traders use it
- As an event-relative trend reference: price holding above an average anchored to a major low says the advance has stayed above its own mean, while losing the line says price has slipped below the average of the entire move since the anchor, a caution rather than an automatic reversal signal.
- For dueling anchors: averages anchored at the last significant high and the last significant low bracket the market, and which line price respects is used as a rough control test between the two moves.
- At period opens: anchoring at the day, month, quarter or year open yields calendar-to-date means that reset on schedule, a calendar-based way to frame trend.
Anchored MA vs related tools
Anchored VWAP: Both expand from an anchor, but anchored VWAP weights each bar by its volume and so tracks average traded price; an anchored MA weights bars equally and tracks average price over time. They diverge most when volume is lopsided across the window.
Displaced MA: A displaced MA is an ordinary rolling average shifted sideways on the chart; the calculation is unchanged and no anchor exists. An anchored MA changes the calculation itself, growing its window from a fixed starting event.
Related concepts · MA applications
Concept family
Trend
100 concepts mapped · 88 in the Library
Anchored MA FAQ
Does an anchored moving average repaint?
The average itself does not: once a bar closes, its contribution is fixed, and a manually placed anchor stays put. What can change is the anchor. Tools that auto-anchor to the latest swing point re-anchor when a new swing forms, which makes the whole line jump. Check how the anchor is selected before trusting historical behavior.
Where should you anchor a moving average?
Anywhere the market plausibly repriced: major swing highs and lows, gap or earnings bars, breakout bars, or scheduled opens (week, month, quarter, year). The anchor is a hypothesis about what participants still care about, and different anchors give different lines, so treat the level as meaningful only if price demonstrably reacts around it.
Build Anchored MA your way.
Quant writes, tests, and refines it with you — then it runs on LuxAlgo charting or ports to TradingView.