vwma
Volume Weighted Moving Average
vwma(source, periods)
Parameters
| Name | Type | Description |
|---|---|---|
source |
field | Data series to calculate VWMA on |
periods |
int | Number of periods for the moving average |
Formula
VWMA = Σ(field[i] * volume[i]) / Σ(volume[i])Examples
vwma(close, 20); # 20-period volume-weighted MA
x = vwma(close, 50); close > x; # Price above VWMA
vwma(hlc3, 20); # VWMA of typical priceReturns
float — may be NULL
Range
periods must be 2-400
Notes
Division by zero protection returns NULL
References
TradingView: ta.vwma()