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Hello,
I would like to compare it to EMA, but I am having trouble calculating VWMA. Could you help me with VWMA?
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there is a VolumeWeightedAveragePriceIndicator available
check the documentation - indicators
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Thanks for your reply. VWMA is different from VWAP though. I was looking for a calculation of VWMA.
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its not implpemented yet
you would need to copy the indicator and build it yourself
in the community are many examples of creating your own indicator which you can clone...
and then just copy the sma and change it to vwma
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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