Crypto VWAP input audit worksheet

Blank research record. This worksheet does not fetch market data, choose a trading window, validate venue fields, or recommend a trade. Keep account credentials and private records out of shared copies.

1. Identify the exact market data

2. Freeze the calculation

VWAP = sum(price_i × chosen_quantity_i) / sum(chosen_quantity_i)

If you substitute quote turnover for base quantity, label the output as a different weighting method. Do not silently treat a derivative contract count as underlying units.

3. Reconcile one interval before expanding

4. Preserve the research variants

• Save every tested reset and input variant; do not retain only the best result.
• Keep open-bar observations separate from final closed-bar values.
• Model an entry only after the signal value is knowable.
• Keep provider VWAP, bar approximation and trade-level VWAP labels distinct.
• Treat missing volume or a zero denominator as unknown / undefined, not as a signal.
• Compare later observations after rules and assumptions are frozen.

This worksheet supports reproducible research. It does not establish execution quality, a profitable edge or future results.