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TrueWAP: True Range-Weighted Average Price ('TrueWAP')

This groundbreaking technical indicator directly integrates volatility into price averaging by weighting median range-bound prices using the True Range. Unlike conventional metrics such as TWAP (Time-Weighted Average Price), which focuses solely on time, or VWAP (Volume-Weighted Average Price), which emphasizes volume, 'TrueWAP' captures fluctuating market behavior by reflecting true price movement within high/low performance boundaries.

Version: 0.1.0
Depends: R (≥ 4.3.2)
Imports: zoo (≥ 1.8-14), TTR (≥ 0.24.4)
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-07-07
DOI: 10.32614/CRAN.package.TrueWAP
Author: Joshua Callaway [aut, cre]
Maintainer: Joshua Callaway <Callaway at roar-analytics.com>
BugReports: https://github.com/CallawayCross/TrueWAP/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/CallawayCross/TrueWAP
NeedsCompilation: no
Materials: NEWS
CRAN checks: TrueWAP results

Documentation:

Reference manual: TrueWAP.html , TrueWAP.pdf
Vignettes: TrueWAP (source, R code)

Downloads:

Package source: TrueWAP_0.1.0.tar.gz
Windows binaries: r-devel: TrueWAP_0.1.0.zip, r-release: TrueWAP_0.1.0.zip, r-oldrel: TrueWAP_0.1.0.zip
macOS binaries: r-release (arm64): TrueWAP_0.1.0.tgz, r-oldrel (arm64): TrueWAP_0.1.0.tgz, r-release (x86_64): TrueWAP_0.1.0.tgz, r-oldrel (x86_64): TrueWAP_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TrueWAP to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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