Package: TrueWAP 0.1.0

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.

Authors:Joshua Callaway [aut, cre]

TrueWAP_0.1.0.tar.gz
TrueWAP_0.1.0.zip(r-4.7-any)TrueWAP_0.1.0.zip(r-4.6-any)TrueWAP_0.1.0.zip(r-4.5-any)
TrueWAP_0.1.0.tgz(r-4.6-any)TrueWAP_0.1.0.tgz(r-4.5-any)
TrueWAP_0.1.0.tar.gz(r-4.7-any)TrueWAP_0.1.0.tar.gz(r-4.6-any)
TrueWAP_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
TrueWAP/json (API)

# Install 'TrueWAP' in R:

install.packages('TrueWAP', repos = c('https://callawaycross.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/callawaycross/truewap/issues

Datasets:

nikkei - Nikkei

On CRAN:

3.00 score 2 scripts 198 downloads 6 exports 5 dependencies

Last updated from:7653a7be9f. Checks:7 WARNING, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel	WARNING	124
source / vignettes	OK	177
linux-release	WARNING	106
macos-release	WARNING	123
macos-oldrel	WARNING	195
windows-devel	WARNING	67
windows-release	WARNING	60
windows-oldrel	WARNING	80
wasm-release	OK	96

Exports:anchoredTrueWAP anchoredTWAP anchoredVWAP TrueWAP TWAP VWAP

Dependencies:curl lattice TTR xts zoo

Introducing TrueWAP: A Volatility-Weighted Price Averaging Tool

Rendered fromTrueWAP.Rmdusingknitr::rmarkdown

Last update: 2025-07-02
Started: 2025-06-27

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Title anchoredTrueWAP	anchoredTrueWAP
Title anchoredTWAP	anchoredTWAP
Title anchoredVWAP	anchoredVWAP
nikkei	nikkei
Title TrueWAP	TrueWAP
Title TWAP	TWAP
Title VWAP	VWAP