thank you, surely a start to code a strategy
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Latest posts made by chaitalidixit

RE: How do I calculate volume/time weighted avg price? Any pointers will help.

RE: is volume filling backtrader's way for POV?
@backtrader Thank You. This helps. A very well worded documentation helped answer most of my queries.

RE: How do I calculate volume/time weighted avg price? Any pointers will help.
@ab_trader yes, I want to calculate entry/exit vwap. could you let me know if position.price is sizeweighted average price VWAP? and how do I calculateTWAP?

is volume filling backtrader's way for POV?
I am trying to integrate my algo strategies with backtrade for testing. Hence need to understand on the bt functionality

How do I calculate volume/time weighted avg price? Any pointers will help.
I read blogs on position.price and cost basis but those discussions werent conclusive.