vwap ( String priceType);
Default values:
priceType: "<current type>"
Description
Returns the volume weighted average price value for the specific symbol, aggregation period and price type. You can use both Aggregation Period constants and pre-defined string values (e.g. Day, 2 Days, Week, Month, etc.) as valid parameters for the aggregation period. The full list of the pre-defined string values can be found in the Referencing Secondary Aggregation article.
Valid parameters for the price type are: LAST, ASK, BID, and MARK. Alternatively, you can use the PriceType constants.
Note that for non-Forex symbols, the last three are only supported on intraday charts with time interval not greater than 15 days.
Input parameters
| Parameter | Default value | Description |
|---|---|---|
| symbol | current symbol | Defines symbol for which the VWAP is returned. |
| period | current aggregation | Defines aggregation period for which the VWAP is returned. |
| priceType | current price type | Defines the type of price for which the VWAP is returned: Last, Ask, Bid, or Mark. |
Example
plot DailyVWAP = vwap(period = AggregationPeriod.DAY);
plot WeeklyVWAP = vwap(period = AggregationPeriod.WEEK);
plot MonthlyVWAP = vwap(period = AggregationPeriod.MONTH);
This example script plots daily, weekly, and monthly VolumeWeightedAveragePrice values for the current symbol.