nikkei

An example data set of OHLCV data for Nikkei 225 (Osaka), Active Daily Continuation

datasets

This groundbreaking technical indicator directly integrates volatility into price averaging by weighting median range-bound prices using the True Range.  Unlike conventional metrics such as TWAP (Time-Weighted Average Price), which focuses solely on time, or VWAP (Volume-Weighted Average Price), which emphasizes volume, 'TrueWAP' captures fluctuating market behavior by reflecting true price movement within high/low performance boundaries.

Joshua Callaway

TrueWAP

True Range-Weighted Average Price ('TrueWAP')

nikkei function

A data frame with 4411 observations on the following 27 variables.<dl>
 <dt><code>Open</code></dt>
<dd>a numeric vector</dd> <dt><code>High</code></dt>
<dd>a numeric vector</dd> <dt><code>Low</code></dt>
<dd>a numeric vector</dd> <dt><code>Close</code></dt>
<dd>a numeric vector</dd> <dt><code>Volume</code></dt>
<dd>a numeric vector</dd> <dt><code>Adjusted</code></dt>
<dd>a numeric vector</dd> <dt><code>OHLC</code></dt>
<dd>a numeric vector</dd> <dt><code>HLC3</code></dt>
<dd>a numeric vector</dd> <dt><code>tr</code></dt>
<dd>a numeric vector</dd> <dt><code>atr</code></dt>
<dd>a numeric vector</dd> <dt><code>trueHigh</code></dt>
<dd>a numeric vector</dd> <dt><code>trueLow</code></dt>
<dd>a numeric vector</dd> <dt><code>segment</code></dt>
<dd>a Date</dd> <dt><code>Date</code></dt>
<dd>a Date</dd> <dt><code>FirstRowNumSegment</code></dt>
<dd>a numeric vector</dd> <dt><code>RowNum</code></dt>
<dd>a numeric vector</dd> <dt><code>bars_since_segment</code></dt>
<dd>a numeric vector</dd> <dt><code>current_std</code></dt>
<dd>a numeric vector</dd> <dt><code>Mature_Days</code></dt>
<dd>a numeric vector</dd> <dt><code>Mature_STD</code></dt>
<dd>a numeric vector</dd> <dt><code>lags_mature_days</code></dt>
<dd>a numeric vector</dd> <dt><code>lags_mature_std</code></dt>
<dd>a numeric vector</dd> <dt><code>current_sma</code></dt>
<dd>a numeric vector</dd> <dt><code>current_adiv</code></dt>
<dd>a numeric vector</dd> <dt><code>Mature_ADIV</code></dt>
<dd>a numeric vector</dd> <dt><code>Current_IV</code></dt>
<dd>a numeric vector</dd> <dt><code>lags_mature_adiv</code></dt>
<dd>a numeric vector</dd> 
</dl>

Format

nikkei — nikkei

A data frame with 4411 observations on the following 27 variables.<dl>
 <dt><code>Open</code></dt>
<dd>a numeric vector</dd>

 <dt><code>High</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Low</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Close</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Volume</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Adjusted</code></dt>
<dd>a numeric vector</dd>

 <dt><code>OHLC</code></dt>
<dd>a numeric vector</dd>

 <dt><code>HLC3</code></dt>
<dd>a numeric vector</dd>

 <dt><code>tr</code></dt>
<dd>a numeric vector</dd>

 <dt><code>atr</code></dt>
<dd>a numeric vector</dd>

 <dt><code>trueHigh</code></dt>
<dd>a numeric vector</dd>

 <dt><code>trueLow</code></dt>
<dd>a numeric vector</dd>

 <dt><code>segment</code></dt>
<dd>a Date</dd>

 <dt><code>Date</code></dt>
<dd>a Date</dd>

 <dt><code>FirstRowNumSegment</code></dt>
<dd>a numeric vector</dd>

 <dt><code>RowNum</code></dt>
<dd>a numeric vector</dd>

 <dt><code>bars_since_segment</code></dt>
<dd>a numeric vector</dd>

 <dt><code>current_std</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Mature_Days</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Mature_STD</code></dt>
<dd>a numeric vector</dd>

 <dt><code>lags_mature_days</code></dt>
<dd>a numeric vector</dd>

 <dt><code>lags_mature_std</code></dt>
<dd>a numeric vector</dd>

 <dt><code>current_sma</code></dt>
<dd>a numeric vector</dd>

 <dt><code>current_adiv</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Mature_ADIV</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Current_IV</code></dt>
<dd>a numeric vector</dd>

 <dt><code>lags_mature_adiv</code></dt>
<dd>a numeric vector</dd>

 
</dl>

nikkei: nikkei

Description

Usage

Arguments

Format

Examples