Volume Weighted Average Price (VWAP)

[codeplea]

Indicator to add: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:vwap_intraday

[rdbuf]

Isn't it the same thing as vwma, which is already present in the lib?

[codeplea]

I believe that vwma uses the close, while vwap use the typical price (H+L+C)/3.

[rdbuf]

Ah, I see, thanks

[recidive]

I managed to get this easily on node.js wrapper:

const { high, low, close, volume } = ohlcv
const hlcAverage = high.map((h, i) => (h + low[i] + close[i]) / 3)
const vwapResults = await vwma.indicator([[...hlcAverage], [...volume]], [14])