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]