Bookmap forum

If the developers would be able to add TWAP, I think this is useful as many algos and institutions base executions around TWAP.

Thank you.

Hi, thanks for suggesting. Just to clarify, if we are talking about TWAP as an indicator and not as an execution strategy, then it's the same as moving average, correct? Both can be calculated with either a sliding window or a fixed anchor point from which it counts.