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EliteChart

computeAnchoredVwap

Documentation

Documentation / @elitechart/drawings / computeAnchoredVwap

code
function computeAnchoredVwap(bars, anchorTime): readonly {
  price: number;
  time: number;
}[];

Defined in: drawings/src/anchored-vwap.ts:24

Incremental VWAP starting from the first bar at or after anchorTime. Uses the typical price (high + low + close) / 3. Bars whose volume is 0 still count (cumulative volume just doesn't change; the running VWAP carries forward).

Parameters

bars

readonly Bar[]

anchorTime

number

Returns

readonly { price: number; time: number; }[]