VWP (Volume Weighted Price)
I would like to know how BudFox is calculating VWP.

The Documentation for BudFox states that its output is JSON objects such as:


where I assume "vwp" is Volume Weighted Price.  However, it seems to me that the actual values of VWP disagrees with other data (specifically price and volume) from that same record of trades.  

Given that

[Image: vwap.gif]

I presume then that VWP = VWAP * Total Share Bought = VWAP * Total Volume.

So, from the data from the sample record above, VMP = 8743.79 and volume = 203.70 which implies VWAP = 8743.79/203.70 = 42.92
But 42.92 is outside the high..low for that trading period (239.35 .. 238.21).

What am I missing?

Thanks in advance,

BTW.  I checked the code [gekko/core/budfox/candleCreator.js: 149 and 152] and it does appear to be creating a VWAP correctly.  Perhaps the data is bad in the example?

Messages In This Thread
VWP (Volume Weighted Price) - by bpc555 - 01-18-2018, 07:13 AM
RE: VWP (Volume Weighted Price) - by askmike - 01-19-2018, 05:20 PM

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