- Make it faster. It works fine for futures, but for thickly traded stocks with 1-2 days of history it becomes too slow. It seems to process too much historical data even when anchoring close to current price action. This problem disappears after Bookmap restart, but we cannot restart Bookmap all the time.
- Change context menu to allow deletion instead of hide. No clear use case for hide, while delete is frequently necessary due to max limitation and performance.
- Remove max limit or make it configurable to delete the oldest when reached.
- Allow batch delete from AVWAP settings of all AVWAPs that do not have an auto-reset schedule configured. Every day we need to delete all except the ETH and RTH VWAPs for each symbol.
- Make colors cycle a predictable pattern like a rainbow so that it is visually clear in which order AVWAPs where added and how far that swing is away.
More advanced AVWAP features
- Add an option to calculate a band between AVWAP and volatility-adjusted AVWAP. This is increasingly used to analyze dynamic support and resistance zones.
- Plot the thickness of the VWAP based on volume at that point. TrendSpider calls this AlphaTrends VbP Ribbons. Very useful, in particular since Bookmap does not have flexible volume profiles.
