Average Price

average_price() is a generic S3 function that preserves the input class: data.frame in, data.frame out; matrix in, matrix out.

Handling of -values

Leading NAs are always produced for the initial lookback period where insufficient data is available. If the input itself contains NAs they are passed through to the underlying C routine, which can cause the entire output to be filled with NAs. Set na.ignore = TRUE to strip NAs before calculation and re-insert them at their original positions in the output.

Usage

average_price(x, cols, na.ignore = FALSE, ...)

Arguments

x

An OHLC-V series coercible to data.frame.

cols

(formula). An optional 4-variable formula selecting columns from x via model.frame. Defaults to ~open + high + low + close.

na.ignore

(logical). A logical of length 1. FALSE by default. If TRUE, NAs in the input are stripped before calculation and re-inserted at their original positions in the output.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

AVGPRICE

double

See also

Other Price Transform: median_price(), midpoint_price(), typical_price(), weighted_close_price()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::average_price(BTC)

## display the results
utils::tail(output)
#>                     AVGPRICE
#> 2024-12-26 01:00:00 97500.24
#> 2024-12-27 01:00:00 95138.08
#> 2024-12-28 01:00:00 94713.10
#> 2024-12-29 01:00:00 94172.46
#> 2024-12-30 01:00:00 93104.32
#> 2024-12-31 01:00:00 93507.80