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VWMA

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

https://www.quantconnect.com/docs/algorithm-reference/indicators#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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