Functions

talib.vwma()

Volume-weighted moving average of `source` over `length` bars: bars that traded more count for more. Volume is not an argument, so you pass only the series and the window.

Syntax

                talib.vwma(series float source, series int length) → series float

Arguments

source required series float Series of values to process.

length required series int Number of bars (length).

Return Type

series float

Example


          //@lipi=2
indicator("VWMA Indicator", overlay=true)
length = input(20, "VWMA Length")
vwmaValue = talib.vwma(close, length)
plot(vwmaValue, color=color.blue, title="VWMA")