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VWAP
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Newbie to algotrading so pardon my naiveté. Curious why there is no VWAP indicator implementation in the library reference nor is there any useful discussion on the forums.
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here is a implementation for backtrader:
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I've done some private work on vwap, I would be interested in others comments on this as well.
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@run-out i did some work on that too, i cannot post the code, since some of the stuff was for someone else. but i noticed, that vwap divergates with speedup and distance traveled, so i have a have an indicator which calculates the speedup and distance traveled of a candle, then applies the same calculations on that which provides compareable values. but would also like to hear other options on vwap.