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is volume filling backtrader's way for POV?
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I am trying to integrate my algo strategies with backtrade for testing. Hence need to understand on the bt functionality
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What is POV?
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Probably referring to this: http://empirica.io/strategies-catalog/pov (Percent of Volume)
The answer (if the question is understood) is No. That
PoVis time dependent and volume filling is only concerned with volume and not time.The logic for PoV would need to be coded in a strategy. The broker is a simple executor of orders and not an algorithm marketplace.
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@backtrader Thank You. This helps. A very well worded documentation helped answer most of my queries.
