diff --git a/pkg/bbgo/standard_indicator_set.go b/pkg/bbgo/standard_indicator_set.go
index 6f94d7c07..09ef5d082 100644
--- a/pkg/bbgo/standard_indicator_set.go
+++ b/pkg/bbgo/standard_indicator_set.go
@@ -74,6 +74,13 @@ func (s *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
 	return inc.(*indicator.EWMA)
 }
 
+// VWMA
+func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA {
+	inc := s.allocateSimpleIndicator(&indicator.VWMA{IntervalWindow: iw}, iw)
+	return inc.(*indicator.VWMA)
+}
+
+
 func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow {
 	inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw)
 	return inc.(*indicator.PivotLow)
diff --git a/pkg/indicator/vwma.go b/pkg/indicator/vwma.go
index 08e45f4b2..263c5fb5a 100644
--- a/pkg/indicator/vwma.go
+++ b/pkg/indicator/vwma.go
@@ -70,6 +70,15 @@ func (inc *VWMA) Update(price, volume float64) {
 	inc.Values.Push(vwma)
 }
 
+func (inc *VWMA) PushK(k types.KLine) {
+	if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
+		return
+	}
+
+	inc.Update(k.Close.Float64(), k.Volume.Float64())
+}
+
+
 func (inc *VWMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if len(allKLines) < inc.Window {
 		return