Gets weighted price of the bar
Namespace: OpenQuant.API
Assembly: OpenQuant.API (in OpenQuant.API.dll)
Syntax
Remarks
Weighted price of a bar is calculated as (High + Low + 2 * Close) / 4
Gets weighted price of the bar
Syntax
RemarksWeighted price of a bar is calculated as (High + Low + 2 * Close) / 4
See Also