The VWAP indicator in Algoritmic trading

Installations & Python Packages
1

Hello there:



 Does anyone here know about a library for using technical indicators in python?? particulary, does anyone know a library that includes the VWAP  indicator?? (TA-lib doesn't seem to have it… at least I didn't find it)



Or is it possible to fetch the intraday VWAP from Interactive brokers?? 





 

2

Hi Ghery,



If you want to calculate VWAP you can use this library for technical analysis. 



You can install it using this command - "pip install ta".



You can use the "VolumeWeightedAveragePrice()" function from this library to calculate VWAP. If you want to check the documentation of this function, you can go to this link.



If you want to know how to calculate VWAP yourself you can go to this Stackoverflow post.

3

ok, thanks a lot, I'll check it out