OPEN-SOURCE SCRIPT
Anchored #TWAP
Time-Weighted Average Price (TWAP) is an algorithmic trading strategy that executes large orders in smaller, equally sized, and evenly timed increments over a specific period. It calculates the average price of an asset over time, minimizing market impact and avoiding price manipulation. It is ideal for executing large orders without significantly affecting the market price, often used to achieve an average price over a day or a specific session.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.