VDD
▼ Bearish
Streaming Alert (Scanner)
Negative VWAP Divergence Alert (VDD)
Find stocks stretching each full percent below VWAP in real time with Trade Ideas Streaming Alerts (Scanner). A negative VWAP divergence alert fires each time price moves another whole percentage point below the day's VWAP, and when price crosses VWAP.
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Streaming Alerts push each Negative VWAP Divergence alert the moment it triggers.
How Trade Ideas finds it: by default, the 'Negative VWAP Divergence' alert will appear when the price moves an integer number of percentage points below the VWAP. See Trade Ideas plans and pricing to run it live.
How the Negative VWAP Divergence alert works
This alert compares the price of the last print to the current VWAP for the day. This will notify you when the price moves an integer number of percentage points below the VWAP.
This will also tell you when the price crosses the VWAP. Initially every stock starts at the VWAP. If the price moves significantly in one direction, and then back, there will be an alert when the price crossed the VWAP.
Trader tip
This alert is popular because of algorithmic trading. One of the most important metrics for algorithmic traders is how far off the VWAP a stock is trading. Other traders use our alerts to predict how the algorithmic trading strategies will try to hide large order flow.
This alert will typically go off only once at each integer percent level. However, if a price moves one way, then back the other way, the alerts will notify you of the return trip. To limit the alerts even further, use the alert specific filters.
Default settings
By default, the 'Negative VWAP Divergence' alert will appear when the price moves an integer number of percentage points below the VWAP.
Custom settings
Settings
For 'Negative VWAP Divergence' alerts, you have the option to use an alert specific filter. This filter is located immediately to the right of the corresponding alert and is always optional. You can decide to leave it blank if you want to receive more alerts, or you can fill it in to restrict the number of alerts you receive. This filter allows you to specify the quality of the alert. When you set a higher number for this filter, you are telling the alerts server to display only alerts that meet a higher quality standard, resulting in fewer alerts being shown.
When setting an alert for 'Negative VWAP Divergence', the user can filter the alert by minimum percentage changed. This value is always displayed in the alert description. The server reports each integer value, and no others. It never does any rounding. The minimum value is different for different alerts.
Key point
Typically, each symbol will only report one of these alerts per day at each % level. However, after recovering from a bad print, or other major changes in the price, the server may repeat some alerts.
What the alert shows you
The alert's description will report the percentage below VWAP a stock is trading.
The quality value on a scan using the 'Negative VWAP Divergence' alert will show the % it is trading below VWAP.
Related alerts
Filters to pair with the Negative VWAP Divergence alert
FAQ
Which stocks are most extended below VWAP right now?
Turn on the Negative VWAP Divergence alert (VDD) in Trade Ideas Streaming Alerts. By default, the 'Negative VWAP Divergence' alert will appear when the price moves an integer number of percentage points below the VWAP.
What is the Negative VWAP Divergence alert?
A negative VWAP divergence alert fires each time price moves another whole percentage point below the day's VWAP, and when price crosses VWAP.
How do I see fewer, higher-quality Negative VWAP Divergence alerts?
Use the optional alert-specific filter immediately to the right of the alert. A higher number tells the alerts server to show only higher-quality alerts, so fewer appear. Leave it blank to see more.