Volume Weighted Moving Average (VWMA)

Similar to SMA but weights each price by its volume. High-volume bars have more influence. Uses a signal line (SMA by default) for crossover signals. When VWMA crosses above the signal line, it indicates bullish momentum.

Live Demo

Pick a market regime to see how VWMA(20) reacts:

Usage

import {VWMA} from 'trading-signals';
 
// VWMA yields results once 20 inputs have been added
const vwma = new VWMA(20);