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Weighted Close Price (WCLPRICE)

Classic price-transform classic weighted

An average of the High, Low, and Close prices, with double weight given to the Close price.

Usage

Use to emphasize the importance of the closing price while still accounting for the total range of the bar.

Background

Weighted Close Price gives additional significance to the Close, reflecting the widely held belief that the closing price is the most important data point in a trading session. It provides a more nuanced input for smoothing algorithms. — TA-Lib Documentation

Formula

\[ WCLPRICE = \frac{High + Low + 2 \times Close}{4} \]

Source