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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 |
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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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