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      Mariner Backtesting - TWAP

      Gr8Py and Gr8Trade integration

      Below are TWAP (Time-Weighted Average Price) order algorithms.

      gr8py name CloudQuant short name GUID Notes
      Buy Market GS TWAP   2c9876ed-d869-4713-aa84-33202fa9cd03 Elite default market logic

       

      Lite default market logic

       
      Sell Market GS TWAP   d16b19a4-d319-46bb-9bb3-d9cc518e43d9 Elite default market logic

       

      Lite default market logic