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]