anchoredVWAP {TrueWAP} | R Documentation |
Title anchoredVWAP
Description
Calculates Anchored Volume-Weighted Average Price (VWAP)
Usage
anchoredVWAP(HLC3, volume, period)
Arguments
HLC3 |
Vector of High, Low, Close Average Values |
volume |
Vector of Volume values |
period |
Vector of bars since start of fixed period |
Value
Vector of Anchored VWAP values
Examples
data(nikkei)
anchoredVWAP(
HLC3 = nikkei$HLC3
, volume = nikkei$Volume
, period = nikkei$bars_since_segment
)
[Package TrueWAP version 0.1.0 Index]