Variable List Abbreviation: PutVolWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after put volume selected ]
Parameter(s): PutVolWgtMvAvg 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 put volume contributes more than the price of time periods with low put volume.
sum over n time periods of ( put volume * close )
sum over n time periods of ( put volume )