Package trade.invision.indicators.indicators.vwap

Class MovingVolumeWeightedAveragePrice

java.lang.Object

trade.invision.indicators.indicators.Indicator<Num>

trade.invision.indicators.indicators.vwap.MovingVolumeWeightedAveragePrice

public class MovingVolumeWeightedAveragePrice
extends Indicator<Num>

MovingVolumeWeightedAveragePrice is a Num Indicator to provide a Moving Volume-Weighted Average Price (MVWAP) over a length of Bars.

See Also:

• Investopedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MovingVolumeWeightedAveragePrice(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static MovingVolumeWeightedAveragePrice	movingVolumeWeightedAveragePrice(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)	Gets a MovingVolumeWeightedAveragePrice.
static MovingVolumeWeightedAveragePrice	mvwap(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MovingVolumeWeightedAveragePrice

protected MovingVolumeWeightedAveragePrice(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

Method Details

mvwap

public static MovingVolumeWeightedAveragePrice mvwap(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

See Also:

• movingVolumeWeightedAveragePrice(BarSeries, int, MovingAverageSupplier)

movingVolumeWeightedAveragePrice

public static MovingVolumeWeightedAveragePrice movingVolumeWeightedAveragePrice(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

Gets a MovingVolumeWeightedAveragePrice.

Parameters:

barSeries - the BarSeries

length - the number of values to look back at

movingAverageSupplier - the MovingAverageSupplier

calculate

protected Num calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Num>

Parameters:

index - the index

Returns:

the result (never null)