Volume Weighted Average Price (VWAP)

For a list of all members of this type, see VWAP Members.

System.Object
   RQuant.Indicator.TTimeArray
      RQuant.Indicator.TDoubleArray
         RQuant.Indicator.TIndicator
            RQuant.Indicator.VWAP

Thread Safety

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

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:

Example

TDataManager.cd("Demo");

TDailyArray Daily1 = TDataManager.GetStock("YHOO").DailyArray;

DateTime Date1 = DateTime.Parse("1999/02/08"); 
DateTime Date2 = DateTime.Parse("2000/12/29"); 

TDailyArray Daily = Daily1.Clone(Date1, Date2);

TCanvas Canvas = new TCanvas("Canvas","VWAP DEMO",600,400);
    
VWAP VWAP = new VWAP(Daily, 56);

Canvas.cd(1);
Daily.Draw("c");

VWAP.Draw(Color.Red);

Requirements

Namespace: RQuant.Indicator

Assembly: RQuant.Indicator (in RQuant.Indicator.dll)

See Also

VWAP Members | RQuant.Indicator Namespace

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