VWAP Standard Deviation Indicator

[jared_bryan]

I suppose for my purpose (.5), I could just have that single multiplier and more deviation lines... ideally 4 lines instead of the current 2. Sorry I framed that original question poorly.

[zcsoka]

New version with configurable 3rd and 4th line for the Standard deviation. Please remark, that this version is not signed for DXFeed, please let me know if need it.

z0li-2.3.0.jar

(82.97 KiB) Downloaded 279 times

[jared_bryan]

New version with configurable 3rd and 4th line for the Standard deviation. Please remark, that this version is not signed for DXFeed, please let me know if need it.

z0li-2.3.0.jar

Thank you so much! I didn't expect you to post this so quickly.   It's working perfectly. 

I only use Rithmic data so no need for the DXFeed version. 

[datapccc2022]

https://ibb.co/XswBs8D

Hi, I'm use version 2.3.0, but I don't understand why on Bookmap screen 7.4 I only see vwap sdtvM1, sdtvM2 at the bottom. And the opposite side does not appear?
 

[zcsoka]

https://ibb.co/XswBs8D

Hi, I'm use version 2.3.0, but I don't understand why on Bookmap screen 7.4 I only see vwap sdtvM1, sdtvM2 at the bottom. And the opposite side does not appear?

Hi, I cannot reproduce it on 7.4. Could you please remove it and add it again, or try it on an other contract? If it still does not work, please reproduce the issue and send me the Bookmap logfile in a private message. 
 

[datapccc2022]

I sent the log file in a private message

[terminhandler]

@zcsoka, I'm new to this forum. I'm using BM 7.4.0 build 19. I just re-downloaded the indicator jar file an hour ago to make sure I'm using the latest version.

Upon loading VWAP Standard Deviation module to ES chart, BM gives this message:

"VWAP Standard Deviation module has thrown an exception and was disabled to prevent Bookmap crash". I reloaded the module several times and even downgraded from a BM beta version to 7.4.0 build 19. 

Following is the stack trace:
 java.time.DateTimeException: Invalid value for HourOfDay (valid values 0 - 23): 113
              at java.base/java.time.temporal.ValueRange.checkValidValue(ValueRange.java:319)
              at java.base/java.time.temporal.ChronoField.checkValidValue(ChronoField.java:718)
              at java.base/java.time.LocalTime.of(LocalTime.java:319)
              at com.zoli.api.z0li.indicators.VWAPstdv.onTimestamp(VWAPstdv.java:271)
              at velox.api.layer1.simplified.InstanceWrapper.invokeCurrentTimeListeners(InstanceWrapper.java:540)
              at velox.api.layer1.simplified.InstanceWrapper.setTime(InstanceWrapper.java:581)
              at velox.api.layer1.simplified.DeactivatableStrategyUpdateGeneratorWithFilter.setTime(DeactivatableStrategyUpdateGeneratorWithFilter.java:193)
              at velox.bookmap.et.a.generated.velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper.setTime(velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper.java)
              at velox.api.layer1.exceptionwrapper.a.b.generated.velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper___I___velox_____api_____layer1_____exceptionwrapper_____b_____f.setTime(velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper___I___velox_____api_____layer1_____exceptionwrapper_____b_____f.java)
              at velox.api.layer1.exceptionwrapper.q.setTime(SourceFile:109)
              at velox.api.layer1.layers.aW.a(SourceFile:988)
              at velox.api.layer1.layers.utils.a.a(SourceFile:90)
              at velox.api.layer1.layers.aW.a(SourceFile:986)
              at velox.api.layer1.layers.aW.a(SourceFile:954)
              at velox.api.layer1.layers.aW.b(SourceFile:799)
              at java.base/java.lang.Thread.run(Thread.java:833)


 

[zcsoka]

Dear Terminhandler,

Would you mind sharing which exact version do you use? Have you dowloaded the latest version from this forum?

 

[terminhandler]

I'm using z0li-2.2.3.jar.

[terminhandler]

I just downloaded z0li-2.3.0.jar from this forum and added it to Bookmap version 7.4.0 build 19. It also threw an exception. Below is the stack trace:


"VWAP Standard Deviation module has thrown an exception and was disabled to prevent Bookmap crash.
You have to reload this module (or restart Bookmap} in order to continue using it.
Depending on the type of the error this could have lead to data corruption. Bookmap restart is
recommended.
Please contact module developer and include the stack trace below. If you a re the developer and believe
that module wasn't responsible for th is error - please contact Bookmap team."

java.time.DateTimeException: Invalid value for HourOfDay (valid values 0 - 23): 900
    at java.base/java.time.temporal.ValueRange.checkValidValue(ValueRange.java:319)
    at java.base/java.time.temporal.ChronoField.checkValidValue(ChronoField.java:718)
    at java.base/java.time.LocalTime.of(LocalTime.java:319)
    at com.zoli.api.z0li.indicators.VWAPstdv.onTimestamp(VWAPstdv.java:339)
    at velox.api.layer1.simplified.InstanceWrapper.invokeCurrentTimeListeners(InstanceWrapper.java:540)
    at velox.api.layer1.simplified.InstanceWrapper.setTime(InstanceWrapper.java:581)
    at velox.api.layer1.simplified.DeactivatableStrategyUpdateGeneratorWithFilter.setTime(DeactivatableStrategyUpdateGeneratorWithFilter.java:193)
    at velox.bookmap.et.a.generated.velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper.setTime(velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper.java)
    at velox.api.layer1.exceptionwrapper.a.b.generated.velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper___I___velox_____api_____layer1_____exceptionwrapper_____b_____f.setTime(velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGenerator___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorFilter___I___velox_____api_____layer1_____messages_____indicators_____StrategyUpdateGeneratorSkipper___I___velox_____api_____layer1_____exceptionwrapper_____b_____f.java)
    at velox.bookmap.cd.setTime(SourceFile:146)
    at velox.api.layer1.layers.aW.a(SourceFile:988)
    at velox.api.layer1.layers.utils.a.a(SourceFile:90)
    at velox.api.layer1.layers.aW.a(SourceFile:986)
    at velox.api.layer1.layers.aW.a(SourceFile:954)
    at velox.api.layer1.layers.aW.b(SourceFile:799)
    at java.base/java.lang.Thread.run(Thread.java:833)