TrueWAP (version 0.1.0)

anchoredTrueWAP: Title anchoredTrueWAP

Description

Calculates Anchored True Range-Weighted Average Price (TrueWAP)

Usage

anchoredTrueWAP(high, low, close, true_range, period)

Value

Vector of Anchored TrueWAP values

Arguments

high

Vector of High Values

low

Vector of Low Values

close

Vector of Close Values

true_range

Vector of True Range Values

period

Vector of bars since start of fixed period

Examples

data(nikkei)
anchoredTrueWAP(
high = nikkei$High
, low = nikkei$Low
, close = nikkei$Close
, true_range = nikkei$tr
, period = nikkei$bars_since_segment
)