Volume Weighted Average Price (VWAP)


Namespace: OpenQuant.API.Indicators
Assembly: OpenQuant.API (in OpenQuant.API.dll)

Syntax

Visual Basic (Declaration)
Public Class VWAP
    Inherits Indicator
C#
public class VWAP : Indicator
C++
ref class VWAP : Indicator
J#
public class VWAP extends Indicator
JScript
public class VWAP extends Indicator

Remarks

Long-term success is based on experience level and seasoned judgment. On the other hand, volume-weighted average price (VWAP) calculations can create powerful indicators that graphically represent the interaction between price and volume on one chart. This makes it easier to get a feel for market psychology and spot potential major reversals.

Formula:

Inheritance Hierarchy

System.Object
   OpenQuant.API.Indicator
      OpenQuant.API.Indicators.VWAP

Thread Safety

Public static (Shared in Visual Basic)staticShared members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

See Also

Syntax based on .NET Framework version 2.0.
Documentation version 1.0.0.0.