Algorithms
TWAP
TWAP
Time-Weighted Average Price
TWAP distributes execution over time and price. It minimises market impact and improves entry and exit levels.
Volven’s re-invented TWAP uses dynamic trading logic, buying more when prices are low and less when prices are high.
50%-75%
Parameters
- Always Passive
- Duration
- Happy Level
- Price Limit
- Trigger Price
Always Passive
If this parameter is checked, the exchange always passive flag is enabled.
If the exchange rejects an order because the price will cross the spread, the Smart Order will immediately resend a new order with an updated price.
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