VWMA와 VWAP

input : length(20); var : VWMA(0); VWMA = ma(close * volume, length) / ma(volume, length); Plot1(VWMA,"volume-weighted moving average"); var : Price(0),sum1(0),sum2(0),VWAP(0); Price = (High + Low + Close)/3; if Bdate != Bdate[1] Then { sum1 = 0; sum2 = 0; } sum1 = sum1 + Price*V; sum2 = sum2 + V; VWAP = sum1/sum2; Plot2(VWAP,"Volume-Weighted Average Price");