vwma

Volume Weighted Moving Average

`vwma(source, periods)`

Parameters

Name	Type	Description
`source`	source	Data series to calculate VWMA on - price field (close, open, high, low) or indicator output
`periods`	int	Number of periods for the moving average

Formula

```
VWMA = SMA(field * volume, periods) / SMA(volume, periods)

This is equivalent to:
VWMA = Σ(field[i] * volume[i]) / Σ(volume[i])
```
Where the sum is over the specified number of periods

Examples

vwma(close, 20);  # 20-period volume-weighted MA
x = vwma(close, 50); close > x;  # Price above VWMA
vwma(hlc3, 20);  # VWMA of typical price

Returns

Volume-weighted moving average value ## References - TradingView: `ta.vwma()` ## Notes - More responsive to volume spikes than regular MAs - Useful for identifying support/resistance at volume clusters - Division by zero protection returns NULL

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