In addition, the indicator displays:
- Cumulative Volume
- Cumulative Volume Delta (CVD)
Like any other add-on developed with Bookmap API, VA is a jar file. Download the latest one here: https://bookmap.com/addons/VA. Make sure you have the latest Boookmap installed (7.0.0 build 66 or above). Click Settings->Api plugins..., then click "Add", and select the jar file. For a more detailed guide on how to install an add-on, read How to import API addons into Bookmap.
Volume Analysis addon is free for all Bookmap users at least until 01-Apr-2019.
Here are some of additional features that can be developed upon requests.
- Sliding window. Instead of session accumulated statistics, it can allow computation to be done on a sliding window:
- By time
- By volume traded
- By number of trades, quotes. In general, by any monotonic non-decreasing function.
- Reset options. Allow the statistics to be reset:
- At scheduled time(s)
- Based on trader’s own trading activity, e.g. when entering (switching into) a non-zero position or based on order executions. Options: full / partial
- Multivariable analysis
- Similar analysis of market depth updates
- Filtering by size of orders (requires MBO data: CME by Rithmic)
- UI for configuration