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Anchored VWAP Origin Chronicle is an open-source chart overlay for studying chart-reported volume-weighted price from three independently managed origins:
* one manually selected chart point;
* the latest accepted, confirmed swing-high origin;
* the latest accepted, confirmed swing-low origin.
The manual time selects the first chart bar included in the manual anchored VWAP. The manual price is used only to position the M marker; moving that marker vertically does not change the calculation.
This is not a session-reset VWAP, a deviation-band study, a prediction model, a strategy, or a buy/sell signal system. Its purpose is to make origin selection, confirmation timing, volume availability, visible-window context, and the relationship between two independently anchored structural means explicit and researchable.
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