Main Content


Weighted close

Using a fints object for the tsobj argument is not recommended. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.



WeightedClose = wclose(Data) calculates the weighted closing prices from the series of high, low, and closing prices. The weighted closing price is the average of twice the closing price plus the high and low prices.


collapse all

Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
WeightedClose = wclose(TMW);
title('Weighted Closing Prices for TMW')

Figure contains an axes object. The axes object with title Weighted Closing Prices for TMW contains an object of type line.

Input Arguments

collapse all

Data for high, low, and closing prices, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-3 matrix of high, low, and closing prices stored in the corresponding columns. Timetables and tables with M rows must contain variables named 'High', 'Low', and 'Close' (case insensitive).

Data Types: double | table | timetable

Output Arguments

collapse all

Weighted closing price series, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.


[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 312–313.

Introduced before R2006a