Volume Weighted Moving Average (VWMA)

Volume Weighted Moving Average is the volume adjusted average price over a lookback window. [Discuss] 💬

chart for Volume Weighted Moving Average (VWMA)

// C# usage syntax
IEnumerable<VwmaResult> results =


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.




Date DateTime - Date from evaluated TQuote

Vwma 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

This indicator must be generated from quotes and cannot be generated from results of another chain-enabled indicator or method.