Crandore Hub

TrueWAP

True Range-Weighted Average Price ('TrueWAP')

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.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 TrueWAP_0.1.0.tar.gz 315.3 KiB
0.1.0 rolling linux/noble R-4.5 TrueWAP_0.1.0.tar.gz 315.2 KiB
0.1.0 rolling source/ R- TrueWAP_0.1.0.tar.gz 198.0 KiB
0.1.0 latest linux/jammy R-4.5 TrueWAP_0.1.0.tar.gz 315.3 KiB
0.1.0 latest linux/noble R-4.5 TrueWAP_0.1.0.tar.gz 315.2 KiB
0.1.0 latest source/ R- TrueWAP_0.1.0.tar.gz 198.0 KiB
0.1.0 2026-04-26 source/ R- TrueWAP_0.1.0.tar.gz 198.0 KiB
0.1.0 2026-04-23 source/ R- TrueWAP_0.1.0.tar.gz 198.0 KiB
0.1.0 2026-04-09 windows/windows R-4.5 TrueWAP_0.1.0.zip 320.1 KiB

Dependencies (latest)

Imports

  • zoo (>= 1.8-14)
  • TTR (>= 0.24.4)

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