Arvind Ram last edited by
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.
here is a implementation for backtrader:
run-out last edited by
I've done some private work on vwap, I would be interested in others comments on this as well.
@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.