VWAP {TrueWAP}R Documentation

Title VWAP

Description

Calculates Volume-Weighted Average Price (VWAP)

Usage

VWAP(HLC3, volume, period)

Arguments

HLC3

Vector of High, Low, Close Average Values

volume

Vector of Volume values

period

Rolling window length

Value

Vector of VWAP values

Examples

data(nikkei)
VWAP(nikkei$HLC3, nikkei$Volume, 50)

[Package TrueWAP version 0.1.0 Index]