Function: vwap()

function vwap(
   high, 
   low, 
   close, 
   volume): Float64Array;

Defined in: finance/indicators.ts:162

Volume-weighted average price, cumulative from the first sample: running Σ(typical·volume) / Σ(volume), where typical = (high+low+close)/3.

Parameters

Parameter	Type
high	ArrayLike<number>
low	ArrayLike<number>
close	ArrayLike<number>
volume	ArrayLike<number>

Returns

Float64Array