A python library for computing technical analysis indicators on streaming data.
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for cTrader trading plataform!
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.
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for Python with mplfinance/plotly!
My collection of open-source indicators for Tradingview and Ninjatrader
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
open-source framework for building and deploying high-frequency trading bots using Python. It provides a low-latency, modular system for running sophisticated strategies like VWAP and arbitrage across multiple exchanges.
This repo concentrates all of my work about the simple vwap strategy for freqtrade france
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.
Simple client/server example that can be used as a starting point for development using Fix8Pro
EMA-VWAP crossover trading strategy in Python
Here are some band indicators for TradingView: Bollinger Bands, Keltner Channel, Parallel Channels, and VWAP Bands.
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.
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