vwap-backtrader
Unverified Other strategy on Multi by eslazarev. BotFinder score 18 out of 100.
Volume Weighted Average Price (VWAP) Indicators for Backtrader
Source: github
BotFinder analysis pending.
vwap-backtrader
Volume Weighted Average Price (VWAP) Indicators for Backtrader This project demonstrates the use of Volume Weighted Average Price (VWAP) indicators in trading strategies, implemented using the Backtrader framework. It allows users to visualize VWAP indicators across different timeframes. --- Table of Contents - About the Indicators - Indicator Code and Explanation - Installation and Setup - Running the Project --- About the Indicators Volume Weighted Average Price (VWAP) VWAP is an indicator that calculates the average price of an asset over a specified period, weighted by volume. It is frequently used to gauge the typical trading price, taking both price and volume into account. This project includes two VWAP indicators: 1. VWAP Intraday Indicator: Resets at the start of each trading day. 2. VWAP Rolling Indicator: Uses a rolling window (e.g., 14 bars) for continuous VWAP calculation. --- Indicator Code and Explanation VWAP Intraday Indicator Calculates daily VWAP based on the high, low, and close price averages, adjusting at the start of each new day. VWAP Rolling Indicator Provide
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Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
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Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)