AveragePrice — Average Price

The four-point bar average: open, high, low and close weighted equally. The last of the four classic price transforms.

Signature

AveragePrice(period, on=<source>)

Argument	Type	Required	Notes
period	int Param or literal	Yes	Simple-average smoothing window. 1 (the default) returns the raw transform. Bounds 1–200.
on=	symbol	No	Source symbol. Defaults to the trade symbol. Reads open, high, low and close.

Formula

$$ \text{AP}_t = \frac{O_t + H_t + L_t + C_t}{4} $$

With period > 1, the simple average of the last period values.

Warmup

period bars; the lead-in returns the average of the bars seen so far.

Reading the value

ap.value
ap.value_at(1)

Example

class AveragePriceLine(Strategy):
    """Reference line only — reads the four-point average each bar."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        ap = AveragePrice(1, on=self.trade)
        if self.trade.close > ap.value and self.trade.is_flat:
            self.buy(self.trade, reason="Close above bar average")

Notes

• Standard price transform (TA-Lib AVGPRICE).
• The same value is what a Heikin-Ashi close would be; the other three transforms skip the open.