Volume Weighted Moving Average (VWMA)
Volume Weighted Moving Average is the volume adjusted average price over a lookback window. [Discuss] 💬
// legacy usage IEnumerable<VwmaResult> results = quotes.GetVwma(lookbackPeriods);
int - Number of periods (
N) in the moving average. Must be greater than 0.
Historical quotes requirements
You must have at least
N periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
Vwmasince there’s not enough data to calculate.
DateTime - Date from evaluated
double - Volume Weighted Moving Average
See Utilities and helpers for more information.
Results can be further processed on
Vwma with additional chain-enabled indicators.
// example var results = quotes .GetVwma(..) .GetRsi(..);
This indicator must be generated from
quotes and cannot be generated from results of another chain-enabled indicator or method.