vwap
Function Name: vwap
Tags: None
Category: Other
The Volume Weighted Average Price (VWAP) of a stock over a specified market
period is defined as the average price paid per share during that period (price
of each transaction in the market weighted by its volume). It is calculated
from the volumes and prices of all trades during a certain period of time.
Link: http://en.wikipedia.org/wiki/VWAP
StdDevFactor |
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Default Value: 1 | Minimum: 0 | Maximum: 100 |
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Type: Numeric |
ShowTraderMark |
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Default Value: -1 |
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Type: Boolean |