Mariner Backtesting - VWAP Logic

Below are VWAP (Volume-Weighted Average Price) order algorithms.

gr8py name CloudQuant short name GUID Notes
Buy Market GS VWAP   b4b979ae-370e-42a6-bf54-7b6a54a1bd4f Elite default market logic

 

Lite default market logic

 

Sell Market GS VWAP   8c46b896-cef4-4b46-b02f-425f454a594e Elite default market logic

 

Lite default market logic