TrueWAP (version 0.1.0)

anchoredVWAP: Title anchoredVWAP

Description

Calculates Anchored Volume-Weighted Average Price (VWAP)

Usage

anchoredVWAP(HLC3, volume, period)

Value

Vector of Anchored VWAP values

Arguments

HLC3

Vector of High, Low, Close Average Values

volume

Vector of Volume values

period

Vector of bars since start of fixed period

Examples

data(nikkei)
anchoredVWAP(
HLC3 = nikkei$HLC3
, volume = nikkei$Volume
, period = nikkei$bars_since_segment
)