TrueWAP
True Range-Weighted Average Price ('TrueWAP')
v0.1.0
·
Jul 7, 2025
·
GPL (>= 2)
Description
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
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OK
r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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OK
r-devel-windows-x86_64
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r-oldrel-macos-arm64
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r-oldrel-macos-x86_64
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r-oldrel-windows-x86_64
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NOTE
r-patched-linux-x86_64
DESCRIPTION meta-information
Dependence on R version ‘4.3.2’ not with patchlevel 0
NOTE
r-release-linux-x86_64
DESCRIPTION meta-information
Dependence on R version ‘4.3.2’ not with patchlevel 0
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r-release-macos-arm64
*
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r-release-windows-x86_64
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-patched-linux-x86_64
DESCRIPTION meta-information
Dependence on R version ‘4.3.2’ not with patchlevel 0
NOTE
r-release-linux-x86_64
DESCRIPTION meta-information
Dependence on R version ‘4.3.2’ not with patchlevel 0
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Version History
new
0.1.0
Mar 10, 2026