vwma

API documentation for pandas_ta.overlap.vwma Python function.

vwma(close, volume, length=None, offset=None, **kwargs)

Volume Weighted Moving Average (VWMA)

Volume Weighted Moving Average.

Sources:

https://www.motivewave.com/studies/volume_weighted_moving_average.htm

Calculation:

Default Inputs:

length=10

SMA = Simple Moving Average pv = close * volume VWMA = SMA(pv, length) / SMA(volume, length)

Args:

close (pd.Series): Series of ‘close’s volume (pd.Series): Series of ‘volume’s length (int): It’s period. Default: 10 offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.