Other packages > Find by keyword >

TrueWAP  

True Range-Weighted Average Price ('TrueWAP')
View on CRAN: Click here


Download and install TrueWAP package within the R console
Install from CRAN:
install.packages("TrueWAP")

Install from Github:
library("remotes")
install_github("cran/TrueWAP")

Install by package version:
library("remotes")
install_version("TrueWAP", "0.1.0")



Attach the package and use:
library("TrueWAP")
Maintained by
Joshua Callaway
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-07-07
Latest Update: 2025-07-07
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.
How to cite:
Joshua Callaway (2025). TrueWAP: True Range-Weighted Average Price ('TrueWAP'). R package version 0.1.0, https://cran.r-project.org/web/packages/TrueWAP. Accessed 11 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited TrueWAP R package
View TrueWAP citation profile
Other R packages that TrueWAP depends, imports, suggests or enhances
Complete documentation for TrueWAP
Functions, R codes and Examples using the TrueWAP R package
Full TrueWAP package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

histogram  
Construction of Regular and Irregular Histograms with Different Options for Automatic Choice of Bins
Automatic construction of regular and irregular histograms as described in Rozenholc/Mildenberger/Ga ...
Download / Learn more Package Citations See dependency  
roptions  
Option Strategies and Valuation
Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Me ...
Download / Learn more Package Citations See dependency  
sorocs  
A Bayesian Semiparametric Approach to Correlated ROC Surfaces
A Bayesian semiparametric Dirichlet process mixtures to estimate correlated receiver operating chara ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
igoR  
Intergovernmental Organizations Database
Tools to extract information from the Intergovernmental Organizations ('IGO') Database , version 3, ...
Download / Learn more Package Citations See dependency  
openNLPdata  
Apache OpenNLP Jars and Basic English Language Models
Apache OpenNLP jars and basic English language models. ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA