Category

Multi-Bar Functions

Description

Volume-Weighted Moving Average

Syntax

VWMA(expr, count)

Parameters

expr - data series formula

count - lookback period

Notes

VWMA is calculated as Sum(expr * Volume, count) / Sum(Volume, count)

VWMA(Close, count) is a way to calculate volume-weighted average price (VWAP).

This function supports one-pass calculation when used in the Data Section with a non-variable count.

Example

VWAP20: VWMA(C, 20)

VWMA(C, count) calculates a volume-weighted average price.

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