Package trade.invision.indicators.indicators.vwap

Class VolumeWeightedAveragePrice

java.lang.Object

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

trade.invision.indicators.indicators.vwap.VolumeWeightedAveragePrice

public class VolumeWeightedAveragePrice
extends Indicator<Num>

VolumeWeightedAveragePrice is a Num Indicator to provide the Volume-Weighted Average Price (VWAP) 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	VolumeWeightedAveragePrice(BarSeries barSeries, int length)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static VolumeWeightedAveragePrice	volumeWeightedAveragePrice(BarSeries barSeries, int length)	Gets a VolumeWeightedAveragePrice.
static VolumeWeightedAveragePrice	vwap(BarSeries barSeries, int length)

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

VolumeWeightedAveragePrice

protected VolumeWeightedAveragePrice(BarSeries barSeries,
 int length)

Method Details

vwap

public static VolumeWeightedAveragePrice vwap(BarSeries barSeries,
 int length)

See Also:

• volumeWeightedAveragePrice(BarSeries, int)

volumeWeightedAveragePrice

public static VolumeWeightedAveragePrice volumeWeightedAveragePrice(BarSeries barSeries,
 int length)

Gets a VolumeWeightedAveragePrice.

Parameters:

barSeries - the BarSeries

length - the number of values to look back at

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)