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TrueWAP

True Range-Weighted Average Price ('TrueWAP')

v0.1.0 · Jul 7, 2025 · GPL (>= 2)

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.

Downloads

CRAN

183

Last 30 days

22976th

478

Last 90 days

1.9K

Last year

Trend: +45.2% (30d vs prior 30d)

r2u CRAN

7

Last 30 days

18

Last 90 days

76

Last year

Trend: -36.4% (30d vs prior 30d)

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 26, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Dependence on R version ‘4.3.2’ not with patchlevel 0
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Dependence on R version ‘4.3.2’ not with patchlevel 0

Dependency Network

Dependencies Reverse dependencies zoo TTR TrueWAP

Version History

1 tracked
new 0.1.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jul 7, 2025. Releases before tracking aren’t shown.