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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 |
Reference manual: | TrueWAP.pdf |
Vignettes: |
TrueWAP (source, R code) |
Package source: | TrueWAP_0.1.0.tar.gz |
Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
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 |
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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