Indicator: Advanced CVD, Stops, Icebergs, Large orders

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Serg
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Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Thu Dec 13, 2018 5:05 pm

Update 14-Mar-2019: An update was published. Same download link: https://bookmap.com/addons/acvd
Main updates are:
  • Recomputes and updates history when settings are changed.
  • Computes history (from the instrument subscription moment)

Known bug: doesn't redraw history when settings are changed until zoom is changed (workaround: scroll in-out after the settings change). This will be fixed on Bookmap side in the next release.



Hi traders,

This indicator is a pilot project based on advance analysis of Market-By-Order (MBO) full market depth data.

Important: Advanced order flow analysis requires Market-By-Order full market depth data, original trades data, and in general "exactly the same information (not necessarily in the same format) and in the same order as provided by the exchange". Because of this requirement, this addon works only on CME data and only with direct Rithmic->Bookmap data connection (not to confuse with connection like Rithmic->NinjaTrader->Bookmap).. It's supported in Replay mode only if the data was recorded with the latest build 7.0 b60 (see link below) or above. More MBO based indicators to follow. Your feedback, questions, and suggestions are welcome.

Read user guide and detailed explanation here: https://bookmap.com/wiki/Advanced_CVD

This indicator is free for Bookmap users until further notice. We expect it to remain free at least until 01-Mar-2019.

Useful material: This indicator requires at least version 7.0 build 64 of Bookmap. If you have earlier build (see Help->About), please update your Bookmap. Here is a direct link to download the latest build: http://bookmap.com/current/beta.

Download the indicator (jar file) here: https://bookmap.com/addons/acvd and install as instructed above.

To avoid confusions it's better to disable the built-in CVD indicator before launching this one.

Hope you find it useful!
Bookmap team

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SuperDriveGuy
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by SuperDriveGuy » Fri Dec 14, 2018 9:30 am

Hi Serg,
I get the following error when starting the new build and connecting to the Rithmic data feed.

The clean startup without loading workspaces is fine. When I choose a connection, I get the error. This is before any chart is loaded(subscription added).

Thanks
Annotation 2018-12-14 102544.JPG
Annotation 2018-12-14 102544.JPG (91.9 KiB) Viewed 3772 times

mdtrader
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by mdtrader » Fri Dec 14, 2018 10:33 am


Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Mon Dec 17, 2018 10:38 am

SuperDriveGuy wrote:
Fri Dec 14, 2018 9:30 am
Hi Serg,
I get the following error when starting the new build and connecting to the Rithmic data feed.

The clean startup without loading workspaces is fine. When I choose a connection, I get the error. This is before any chart is loaded(subscription added).

ThanksAnnotation 2018-12-14 102544.JPG
Do you mean the internal build posted in the first topic or the public build? Please see in Help->About. If this is the internal build, what is your Windows version? There are problems with compiling the new Rithmic API (needed for this indicator) with older Windows, but the solution is in progress.

Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Mon Dec 17, 2018 10:47 am

mdtrader wrote:
Fri Dec 14, 2018 10:33 am
I got this error
https://www.dropbox.com/s/s6ee6c91zea70 ... _11-31.png
Can you please send the corresponding log file (from C:/Bookmap/Logs/). You can send it to support@bookmap.com and mention this post or as an attachment in a private message

fibdax
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by fibdax » Mon Dec 17, 2018 10:54 am

hi, I wanted to understand what you see the picture and tell me if I understand .... with the settings entered there are 638 sellers who lose 185820 usd is right ?? if yes, could we also include the price ??
When is it possible to use historical data to understand the progress of the settings entered?
will it then be possible to use the data accumulated in these months?
thanks
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Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Mon Dec 17, 2018 11:44 am

fibdax wrote:
Mon Dec 17, 2018 10:54 am
there are 638 sellers who lose 185820 usd is right ??
Hi
Not exactly. I realized that the wiki post didn't explain this clear enough. I've adjusted it, please take a look. In other words, same as in case of your own transactions, you could have zero position, but non-zero P&L and vice versa. Here instead of your own transactions you calculate Position and P&L of someone else (actually many traders) based on their transactions which we receive via market data.

SuperDriveGuy
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by SuperDriveGuy » Tue Dec 18, 2018 9:29 am

Serg wrote:
Mon Dec 17, 2018 10:38 am
SuperDriveGuy wrote:
Fri Dec 14, 2018 9:30 am
Hi Serg,
I get the following error when starting the new build and connecting to the Rithmic data feed.

The clean startup without loading workspaces is fine. When I choose a connection, I get the error. This is before any chart is loaded(subscription added).

ThanksAnnotation 2018-12-14 102544.JPG
Do you mean the internal build posted in the first topic or the public build? Please see in Help->About. If this is the internal build, what is your Windows version? There are problems with compiling the new Rithmic API (needed for this indicator) with older Windows, but the solution is in progress.
Hi Serg,
Yes, using the internal build posted gave me the error. My Windows version is Windows 10 Pro 1809. See attached..
Annotation 2018-12-18 092034.JPG
Annotation 2018-12-18 092034.JPG (24.48 KiB) Viewed 3707 times
Thanks

Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Tue Dec 18, 2018 10:19 am

I looked on the error again. Why Bookmap is installed in "C:\Program Files (x86)\Bookmap\" and tries to load x64 lib? I suppose it's 64-bit Windows, correct? Please try to uninstall Bookmap completely and make a clean install. It's supposed to install automatically into "C:\Program Files\Bookmap\".
SuperDriveGuy wrote:
Tue Dec 18, 2018 9:29 am
My Windows version is Windows 10 Pro 1809. See attached..
It's a fresh installation. Just in case, did you run windows update after the installation? It's supposed to be automatic unless you disabled it. These updates may include essential components to load compiled libraries.

Most important, install VS2017 redist (presumably x64) from here:
https://support.microsoft.com/en-us/hel ... -downloads

SuperDriveGuy
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by SuperDriveGuy » Tue Dec 18, 2018 12:09 pm

Thanks Serg,

I uninstalled and then reinstalled Bookmap 7.0.1, which by default went into "C:\Program Files\Bookmap\" this time.

I still faced the same issue with Rithmic.dll after the above step BUT onceI installed the VS2017 redist 64, as you suggested, the error went away.

So now I have successfully been able to load the Advanced CVD Indicator, but the values are 0, irrespective of whichever parameters I change, what am I missing?
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Thanks,

SDG

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