VWAP Standard Deviation Indicator

zcsoka
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VWAP Standard Deviation Indicator

Post by zcsoka » Mon Dec 23, 2019 11:01 am

Dear All,

I have created a VWAP indicator with configurable Band Multiplier and with 2 standard deviations. Please feel free to use it. The calculation is based on Sierra formulas. 

VWAP.png
VWAP.png (894.33 KiB) Viewed 11046 times

In the settings the general line configurations are available. For the VWAP Standard Deviations, the Band Multiplier and the Reset Interval can be adjusted. When changing the reset interval, please hit Enter to Apply.

VWAP_Settings.png
VWAP_Settings.png (257.81 KiB) Viewed 11046 times


Any constructive comments are welcome.

Jar file is attached.
Attachments
z0li-1.1.jar
(25.82 KiB) Downloaded 530 times
Last edited by zcsoka on Fri Jan 03, 2020 10:05 am, edited 2 times in total.

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Tue Feb 18, 2020 5:50 pm

New version including time stamp based reset for the VWAP with Standard Deviation. Please give it a try and give me feedback.
You might need to delete your config folder. The configuration has additional items and Bookmap might have issues merging them. 

Jar is here: 
z0li-1.4.1.jar
(51.24 KiB) Downloaded 486 times

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Tue Mar 17, 2020 2:43 pm

I have fixed some bugs and changed the time reset logic in the VWAP. Please check it.
z0li-1.4.1.jar
(51.52 KiB) Downloaded 523 times

woody
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Re: VWAP Standard Deviation Indicator

Post by woody » Thu May 07, 2020 3:58 am

Hi,

I'm very keen to test this indicator but it doesn't load properly on Mac OSX version of Bookmap.

xiviii
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Re: VWAP Standard Deviation Indicator

Post by xiviii » Fri May 22, 2020 5:40 am

Hi,
Will this work on DXFeed data?
When adding to the API it’s greyed out when using DXFeed but works on GDAX?
Thanks!

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Fri May 22, 2020 8:28 am

woody wrote:
Thu May 07, 2020 3:58 am
Hi,

I'm very keen to test this indicator but it doesn't load properly on Mac OSX version of Bookmap.

It has been developed on MacOS, it should work. If you get an error, please post the error message

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Fri May 22, 2020 8:29 am

xiviii wrote:
Fri May 22, 2020 5:40 am
Hi,
Will this work on DXFeed data?
When adding to the API it’s greyed out when using DXFeed but works on GDAX?
Thanks!
Please send me the log file in a private message.
 

AndreyR
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Re: VWAP Standard Deviation Indicator

Post by AndreyR » Fri May 22, 2020 9:15 am

No loaded indicators are ever supposed to work with dxFeed real-time due to license limitations.
So you get either an exception with older Bookmap builds or a not-working indicator with newer builds.
'Not-working' indicator here means that it's unable to get launched, or, once launched, the indicator's lines or widgets won't show.
UPDATE: ... unless they're signed with Bookmap.
Indicators by zcsoka are/will be signed soon.
Sorry for misunderstanding.

sjegorov
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Re: VWAP Standard Deviation Indicator

Post by sjegorov » Fri Jul 03, 2020 1:31 pm

it seems it doesnt calculate vwap from loaded historical data?
it shows only from the moment I load the chart, although I need it from beginning of the session
have set reset time
 

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Fri Jul 03, 2020 9:09 pm

Greetings,

API plugins do not have access to Bookmap's historical data, therefore currently it is impossible to calculate plugins on backloaded data. As soon as Bookmap offers it in their API, the feature will be incorporated into the product.

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