Variable List Abbreviation: CallVolWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call volume selected ]
Parameter(s): CallVolWgtMvAvg time periods
A weighted moving average of price over the last n (time periods) time periods in which the price of time periods with high call volume contributes more than the price of time periods with low call volume.
sum over n time periods of ( call volume * close )
sum over n time periods of ( call volume )