Artificial Intelligence
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Twap setting for 5Minut chart with anchored period and time frame

The 5-minute chart TWAP would consist of an anchored period with a time frame of 300 seconds (5 minutes). The order would be distributed to the market in such a way that each successive order is sent after a fixed, pre-defined interval. For example, the order could be split up into 10 lots of equal size and released every 30 seconds.

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