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Date/Time: Sat, 23 Nov 2024 16:35:12 +0000



Post From: Time weighted average price

[2024-08-25 13:33:58]
Sawtooth - Posts: 4118
could you share the cpp file of the TWAP study
This custom spreadsheet study is not a custom ASCIL .dll study.
It is a native study that uses formulas on a spreadsheet to output a TWAP.

You can examine the formulas and code what they do to create something in Tradovate.
Date Time Of Last Edit: 2024-08-25 18:04:23