Class VWAP

Volume-Weighted Average Price (VWAP) Type: Trend

The Volume-Weighted Average Price (VWAP) represents the average price a security has traded at throughout the day, weighted by both volume and price.

Formula: VWAP = (Sum of (Price × Volume)) / Total Volume

See

https://www.investopedia.com/terms/v/vwap.asp

Hierarchy (View Summary)

BigIndicatorSeries<HighLowCloseVolume>
- VWAP

Index

Constructors

constructor

Properties

highest? lowest?

Accessors

isStable

Methods

add getResult getResultOrThrow replace update updates

Constructors

constructor

new VWAP(): VWAP
Returns VWAP
Overrides BigIndicatorSeries.constructor
- Defined in VWAP/VWAP.ts:21

Properties

`Optional`highest

highest?: Big

`Optional`lowest

lowest?: Big

Accessors

isStable

get isStable(): boolean
Returns boolean
Inherited from BigIndicatorSeries.isStable
- Defined in Indicator.ts:35

Methods

add

add(input: HighLowCloseVolume): null | Big
Parameters
- input: HighLowCloseVolume
Returns null | Big
Inherited from BigIndicatorSeries.add
- Defined in Indicator.ts:39

getResult

getResult(): null | Big
Returns null | Big
Inherited from BigIndicatorSeries.getResult
- Defined in Indicator.ts:19

getResultOrThrow

getResultOrThrow(): Big
Returns Big
Inherited from BigIndicatorSeries.getResultOrThrow
- Defined in Indicator.ts:27

replace

replace(input: HighLowCloseVolume): null | Big
Parameters
- input: HighLowCloseVolume
Returns null | Big
Inherited from BigIndicatorSeries.replace
- Defined in Indicator.ts:43

update

update(candle: HighLowCloseVolume, replace: boolean): null | Big
Parameters
- candle: HighLowCloseVolume
- replace: boolean
Returns null | Big
Overrides BigIndicatorSeries.update
- Defined in VWAP/VWAP.ts:31

updates

updates(
inputs: readonly HighLowCloseVolume[],
replace?: boolean,
): (null | Big)[]
Parameters
- inputs: readonly HighLowCloseVolume[]
- replace: boolean = false
Returns (null | Big)[]
Inherited from BigIndicatorSeries.updates
- Defined in Indicator.ts:49

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