I'm Vihan Singh, founder & CEO at Blackrose Technologies. We're an investment & technology development firm focused on building black-box trading systems for financial markets.
Coding the VWAP can be tricky as it involves cumulative parameters. However, it's definitely possible and we'd be happy to help you with it.
Feel free to call us on +91-9810171088 or email us at [email protected] if you would like to connect.
Can anyone please tell me how can I get an average of 52 candles of 5 min? I have obtained the data but don't know how to get an average of latest 52 candles
Let us say you have the close prices of 5-minute candle in an array variable candle_close[ ] then last 52 candle close in pure python is sum(candle_close[-52 : ] ) / 52
That being said, If you don't know how to do this, then you shouldn't do programmatic trading / back testing, until such time that this line of code is cake walk for you
You can check formula for VWAP on kite chart here.
I'm Vihan Singh, founder & CEO at Blackrose Technologies. We're an investment & technology development firm focused on building black-box trading systems for financial markets.
Coding the VWAP can be tricky as it involves cumulative parameters. However, it's definitely possible and we'd be happy to help you with it.
Feel free to call us on +91-9810171088 or email us at [email protected] if you would like to connect.
Cheers!
It is the (Sum Product of Price and Volume) / Sum of Volume, which basically means you are getting price weighted basis volume traded on that price
At least that is what I use and I do get the match with what Kite Chart shows
I have obtained the data but don't know how to get an average of latest 52 candles
Let us say you have the close prices of 5-minute candle in an array variable candle_close[ ]
then last 52 candle close in pure python is
sum(candle_close[-52 : ] ) / 52That being said, If you don't know how to do this, then you shouldn't do programmatic trading / back testing, until such time that this line of code is cake walk for you