Volume Weighted Moving Average (VWMA)


get_vwma(quotes, lookback_periods)

Parameters

name type notes
quotes Iterable[Quote] Iterable(such as list or an object having __iter__()) of the Quote class or its sub-class.
Need help with pandas.DataFrame?
lookback_periods int Number of periods (N) in the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

VWMAResults[VWMAResult]

VWMAResult

name type notes
date datetime Date
vwma float, Optional Volume Weighted Moving Average

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# Calculate 10-period VWMA
results = indicators.get_vwma(quotes, 10)

About Volume Weighted Moving Average (VWMA)

Volume Weighted Moving Average is the volume adjusted average price over a lookback window. [Discuss] :speech_balloon:

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Sources