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Documentation / @finchart/indicators / vwap

Function: vwap() ​

vwap(source, options?): Vwap

Defined in: indicators/src/factories.ts:965

VWAP — the volume-weighted cumulative average of the typical price ((high+low+close)/3). It's a cumulative indicator, so from the candle missing volume through the next anchor, everything is null (skipping over it would pretend later values still hold). Fixed to Source<OHLC> — it's a computation that uses volume too, so a single-value accessor doesn't fit.

Parameters ​

source ​

Source<OHLC>

options? ​

VwapOptions = {}

Returns ​

Vwap