VWAP Slip In Bps (VWAPSlipBps)

VWAPSlipBps = sgn * (AvgFillPrice - VWAP) / VWAP * 10000

where sgn = +1 for buy and -1 for sell

VWAP Slip in Bps parameters

Parameter

Description

Display

Opens sub-window to set parameters

      Color = Line color.

      Weight = Line thickness.

      Display = Line style: line or histogram.

      Text color = Color of order ID text.

MarkIt

Opens Specify Conditions window.

GW Account ID

Account identifier.

Place Order GUID

Order identifier.