TrueWAP {TrueWAP} | R Documentation |
Title TrueWAP
Description
Calculates True Range-Weighted Average Price (TrueWAP)
Usage
TrueWAP(high, low, close, true_range, period)
Arguments
high |
Vector of High Values |
low |
Vector of Low Values |
close |
Vector of Close Values |
true_range |
Vector of True Range Values |
period |
Rolling window length |
Value
Vector of TrueWAP values
Examples
data(nikkei)
TrueWAP(
high = nikkei$High
, low = nikkei$Low
, close = nikkei$Close
, true_range = nikkei$tr
, period = 50)
[Package TrueWAP version 0.1.0 Index]