A python library for computing technical analysis indicators on streaming data.
High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for cTrader trading plataform!
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for Python with mplfinance/plotly!
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
Volume Weighted Average Price (VWAP) Indicators for Backtrader
Calculate the Volume-Weighted Average Price (VWAP)
An algorithm that intelligently executes a crypto order over time via Coinbase
Using weighted average formula, profit and loss is calculated in Bank Nifty Data of 5 min
Volume-Weighted Average Price (VWAP) benchmark engine calculating cumulative execution quality and institutional slippage metrics.
Volume-Weighted Average Price (VWAP) benchmark engine calculating cumulative execution quality and institutional slippage metrics.
The Anchored VWAP (AVWAP) for Ninjatrader 8 allows to plot the AVWAP indicator in any chart using an specific anchor. This indicator allows to set the year, month, day, hour and mininute in which the indicator should start.
This repo concentrates all of my work about the simple vwap strategy for freqtrade france
An automated trading bot for Indian stock market (NSE) using VWAP + RSI and OHL Strategy .
All-in-one TradingView Pine Script v6 indicator — multi-MA, Bollinger Bands, VWAP, prior-period high/low levels, inside/outside bar detection, Session, KillZone and alerts in one script.
Simple client/server example that can be used as a starting point for development using Fix8Pro
Energy market backtesting framework for European power trading. Purpose-built for DA auctions and intraday continuous markets with 15-minute MTU support. Write once, run in backtest, paper, and live modes without code changes.
Open-source Pine Script v6 indicators for TradingView, focused on US index futures, liquid ETF underlyings, market context, auction structure, and confluence research.
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