Function createSession

Creates a new VWAP calculation session.

The Volume-Weighted Average Price (VWAP) is a trading benchmark that shows the ratio of the value traded to total volume traded over a specific time period. It's calculated by adding up the dollars traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded.

Example

import * as ta from 'chart-patterns';

// Create a new VWAP session with 2 decimal places precision
const vwapSession = ta.VWAP.createSession(2);

// Process candles
for (const candle of candles) {
  vwapSession.processCandle(candle);
}

// Get the current VWAP value
const vwapValue = vwapSession.getVWAP();
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