POC, VAH and VAL Indicator

zcsoka
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POC, VAH and VAL Indicator

Post by zcsoka » Fri Jan 03, 2020 9:54 am

I have created an indicator to show Point of Control, developing Value Area High and Value Area Low indicators with basic configuration options. 

POC_VAH_VAL.png
POC_VAH_VAL.png (860.6 KiB) Viewed 9183 times

In the settings the line properties and the area width can be defined within 0.0 - 100.0 %. If you change the Value Area Percent, please hit Enter to apply it.

POC_VAH_VAL_Settings.png
POC_VAH_VAL_Settings.png (503.28 KiB) Viewed 9183 times

Any constructive comments are welcome.
 
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z0li-1.1.jar
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fibdax
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Re: POC, VAH and VAL Indicator

Post by fibdax » Fri Jan 10, 2020 4:46 pm

Hi, thanks for sharing. I had to reboot because I wasn't API enabled but I notice that it starts from when I rebooted it works only in realtime? Furthermore, to reset it every day, leaving the bookmap always open, what value should you put?
thank you
PS in the figure see the vwap but it is the same for the VA
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INTTERRUPT.jpg
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zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Mon Jan 13, 2020 8:07 am

Hi FibDAX,

Yes, right now it calculates from the Bookmap start, I had not other reference point to refer to. As far as i know in Bookmap there is no trading session start time setting, therefore it is hard to refer to a start time for the instrument. (correct me please if I am wrong) Most Bookmap indicators are real time. The historical data I can use to add the indicator later to chart and calculate the values from the Bookmap session start. I am not sure if the historical data loaded into the chart at Bookmap start is available to the indicators, maybe someone from Bookmap can jump in here and educate me.
Regarding the daily restarts, the default value is defining the daily restarts. I have also developed a moving VWAP study, as soon as my internet problems are solved, I will upload it. 
If you have any recommendation how to improve it, please let me know.

fibdax
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Re: POC, VAH and VAL Indicator

Post by fibdax » Mon Jan 13, 2020 9:57 am

you're right about historical data from what i know. For the VA, however, there is a problem that the two VA lines join suddenly. If you move the graph with the scroll, they restore and then return together.
thank
 
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VAline.jpg
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valine2.jpg
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zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Mon Jan 13, 2020 10:17 am

With certain instruments I could reproduce it, it seems to be a rendering problem, I will try to troubleshoot it and keep you informed. 
Regarding the historical data, as mentioned in this forum

"There are actually two kinds of data that should be distinguished and both of them are historical.
First is what I think of as "historical data". That is data loaded into Bookmap which contains events before the moment Bookmap has been launched. It is not accessible by  custom indicators.
The second is "recent historical data" from the moment Bookmap was launched until the moment the indicator has been launched."


That implies, that we have no way to use the data from before Bookmap launch.

 

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Mon Jan 13, 2020 10:42 am

FibDAX, could you please confirm that when you experienced the line crossing issue you had other indicators on as well? Could you please try it without any other indicators if the issue can be reproduced?

fibdax
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Re: POC, VAH and VAL Indicator

Post by fibdax » Mon Jan 13, 2020 3:35 pm

I confirm that only the VA does not give problems
thanks
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va only.jpg
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zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Tue Jan 14, 2020 12:20 pm

The problem with the line drawing in case of multiple strategies is a known issue, it will be fixed soon. I will wait for the fix, validate the code and upload a new version with some bug fixes.

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Wed Jan 22, 2020 8:19 am

This Morning a new version was rolled out, the API issue was fixed, it looks good now, please check

fibdax
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Re: POC, VAH and VAL Indicator

Post by fibdax » Thu Jan 23, 2020 7:06 am

hi where do I find it? today I am on the fourth day but does not draw the vwap
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vwap.png
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