@pond-ts/financial API Reference
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    Interface AnchoredVwapOptions<S, Output>

    interface AnchoredVwapOptions<S extends SeriesSchema, Output extends string> {
        anchor: number | Date;
        close?: NumericColumnNameForSchema<S>;
        high?: NumericColumnNameForSchema<S>;
        low?: NumericColumnNameForSchema<S>;
        output?: Output;
        volume?: NumericColumnNameForSchema<S>;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    anchor: number | Date

    Required.* The bar to anchor on, as a Date or epoch milliseconds. The line starts at the first bar at or after it; earlier bars read undefined. There is no default — see the study docstring.

    close?: NumericColumnNameForSchema<S>

    Close column. Default 'close'.

    high?: NumericColumnNameForSchema<S>

    High column. Default 'high'.

    low?: NumericColumnNameForSchema<S>

    Low column. Default 'low'.

    output?: Output

    Name of the appended column. Default 'avwap'.

    volume?: NumericColumnNameForSchema<S>

    Volume column. Default 'volume'.