VWAP Standard Deviation Indicator

[zcsoka]

Dear All,

(New version for Bookmap 7.2! Please see post https://bookmap.com/forum/viewtopic.php ... 6715#p6715)

I have created a VWAP indicator with configurable Band Multiplier and with 2 standard deviations. It is added to the General Indicator Package. The calculation is based on Sierra formulas. 

VWAP.png (894.33 KiB) Viewed 52506 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 (257.81 KiB) Viewed 52506 times

Any constructive comments are welcome.

Jar file is attached.

[zcsoka]

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 1604 times

[zcsoka]

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 1738 times

[woody]

Hi,

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

[xiviii]

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]

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]

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.
 

[Andry API support]

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]

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]

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.