# VWMA - Volume Weighted Moving Average

#### Description <a href="#description_75" id="description_75"></a>

VWMA is a non-cumulated smoothed average that is weighted based on the various volumes for the periods.

#### Usage <a href="#usage_75" id="usage_75"></a>

```csharp
VWMA(int period)
VWMA(IDataSeries inSeries, int period)
VWMA(int period)[int barsAgo]
VWMA(IDataSeries inSeries, int period)[int barsAgo]
```

#### Return value <a href="#return-value_72" id="return-value_72"></a>

**double**

When using this method with an index (e.g. **VWMA**(14)\[**int** barsAgo] ), the value of the indicator will be issued for the referenced bar.

#### Parameters <a href="#parameters_65" id="parameters_65"></a>

inSeries Input data series for the indicator

period Number of bars included in the calculations

#### Visualization <a href="#visualization_70" id="visualization_70"></a>

![VWMA - Volume Weighted Moving Average](https://agenatrader.github.io/AgenaIndicator-documentation/media/VWMA.jpg)

#### Example <a href="#example_71" id="example_71"></a>

```csharp
//Output for the VWMA
Print("The current VWMA value is " + VWMA(14)[0]);
```