VWAPIndicator
- 指标
- Ahmet Metin Yilmaz
- 版本: 1.0
- 激活: 5
Volume-weighted average price
In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon.
VWAP is calculated using the following formula:
*It is shown second screenshot in the screenshots.
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