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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 04 Oct. 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
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