vwma

vwma(series, period)

Parameters

• source (series) – Input series

• period (numeric) – MA period

Returns

series

Returns the volume weighted moving average of source for the period bars.

\[\mathrm{wma} = \frac{\sum_{i=0}^{\mathrm{period} - 1}\mathrm{volume}_i \mathrm{series}_i}{\sum_{i=0}^{\mathrm{period-1}}\mathrm{volume}_i}\]