charton API

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charton API / @chart-on/ta / vwap

Function: vwap()

vwap(price, volume, newSession?, out?, state?): Float64Array

Defined in: volume.ts:22

Volume-weighted average price: sum(price * volume) / sum(volume) since the session start. Without newSession it runs over the whole series. price is usually (high + low + close) / 3. Lookback 0; NaN while the session has no volume. A NaN input gives NaN and starts a new session.

Pass state to keep the running sums for vwapAt.

Parameters

price

Series

volume

Series

newSession?

SessionStart

out?

Float64Array<ArrayBufferLike>

state?

VwapState

Returns

Float64Array