Average price — (open + high + low + close) / 4, the unweighted mean
of all four bar prices. TA-Lib's AVGPRICE, matched bar-for-bar.
The only member of this family that reads the open, and therefore the
only one that is not computable from a high/low/close feed. Appends one
column, default 'averagePrice'.
The summation order inside the kernel is TA-Lib's (h + l + c + o) rather
than the OHLC order the name suggests — see averagePriceValues;
summing in OHLC order instead moves the reading by up to 2.8e-14 on the
oracle's fixture, which is enough to lose bar-for-bar AVGPRICE agreement
while changing nothing anyone could read off a chart.
Same edges as typicalPrice: no warm-up, linear in price and
shift-equivariant, a gap in any of the four costs that bar, nothing is
clamped.
Average price —
(open + high + low + close) / 4, the unweighted mean of all four bar prices. TA-Lib'sAVGPRICE, matched bar-for-bar.The only member of this family that reads the open, and therefore the only one that is not computable from a high/low/close feed. Appends one column, default
'averagePrice'.The summation order inside the kernel is TA-Lib's (
h + l + c + o) rather than the OHLC order the name suggests — see averagePriceValues; summing in OHLC order instead moves the reading by up to 2.8e-14 on the oracle's fixture, which is enough to lose bar-for-barAVGPRICEagreement while changing nothing anyone could read off a chart.Same edges as typicalPrice: no warm-up, linear in price and shift-equivariant, a gap in any of the four costs that bar, nothing is clamped.