VWAP Standard Deviation Indicator

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Thu Jul 22, 2021 5:06 pm

It is a product on the Marketplace, it is called General Indicator Package. The product's direct link is:
https://marketplace.bookmap.com/product ... kage-free/

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Fri Sep 10, 2021 11:38 am

Dear All, 

Some users asked for an Alert feature on the VWAPs. I have a test version which includes the alert feature for the VWAP Standard Deviation Indicator. It is working with data backfill, so you can also test it on replay data. The package is not signed for DXFeed, so it works with any data feed but DXFeed.
Please give it a look and let me know if it is something you would need/like. 

Zoltan
Attachments
z0li-2.1.0.jar
(63.45 KiB) Downloaded 48 times

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Thu Sep 16, 2021 5:54 am

Dear All,

Please find attached a new test version with configurable instrument name for the alert. It is still a test package, hence not allowed for DXFeed yet.

z0li-2.1.1.jar
(65.34 KiB) Downloaded 58 times

Any feedback is welcome

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Thu Sep 23, 2021 12:50 pm

The package is signed for DXFeed, as of now you should be able to use it. Please test it and give me feedback. The alert is triggered only if the price hits +-1 pip the STDV, with erratic markets when the price jumps over might not trigger. Please test it if it is OK, if not let me know.

The latest version is here:
z0li-2.1.2.jar
(73.5 KiB) Downloaded 24 times

astuntas
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Re: VWAP Standard Deviation Indicator

Post by astuntas » Fri Oct 08, 2021 3:01 pm

I have just updated bookmap to last version 7.3.0 b16 and this indicator doesn't work no more:
https://ibb.co/qgvxR89

Would you please take a look at it

Error message:

Code: Select all

 
java.lang.RuntimeException: Error while loading settings for com.zoli.api.z0li.indicators.VWAPstdv.direct, alias: ETHUSDT@BN, settignsClass: com.zoli.api.z0li.indicators.VWAPstdv.Settings

Your settings may be incompatible with settings saved in file. Do you need to increase settings version?
at velox.api.layer1.b.getSettings(SourceFile:563)
at velox.api.layer1.simplified.InstanceWrapper.getSettings(InstanceWrapper.java:640)
at com.zoli.api.z0li.indicators.VWAPstdv.initialize(VWAPstdv.java:132)
at velox.api.layer1.simplified.InstanceWrapper.start(InstanceWrapper.java:120)
at velox.api.layer1.simplified.SimplifiedL1ApiLoader.startForInstrument(SimplifiedL1ApiLoader.java:359)
at velox.api.layer1.simplified.SimplifiedL1ApiLoader.addInstrument(SimplifiedL1ApiLoader.java:527)
at velox.api.layer1.simplified.SimplifiedL1ApiLoader.onInstrumentAdded(SimplifiedL1ApiLoader.java:511)
at velox.api.layer1.layers.X.onInstrumentAdded(SourceFile:156)
at velox.api.layer1.layers.bs.a(SourceFile:135)
at velox.api.layer1.layers.b.a(SourceFile:68)
at velox.api.layer1.layers.bs.onInstrumentAdded(SourceFile:135)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:44)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.api.layer1.layers.ah.onInstrumentAdded(SourceFile:126)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.p.onInstrumentAdded(SourceFile:111)
at velox.api.layer1.layers.n.onInstrumentAdded(SourceFile:382)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.aM.onInstrumentAdded(SourceFile:220)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.bookmap.mE.onInstrumentAdded(SourceFile:1206)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.bt.onInstrumentAdded(SourceFile:37)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.bd.onInstrumentAdded(SourceFile:33)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.bookmap.ct.onInstrumentAdded(SourceFile:317)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.bookmap.ce.onInstrumentAdded(SourceFile:466)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.bookmap.cd.onInstrumentAdded(SourceFile:347)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.X.onInstrumentAdded(SourceFile:156)
at velox.api.layer1.layers.X.onInstrumentAdded(SourceFile:156)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.api.layer1.layers.ah.onInstrumentAdded(SourceFile:126)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiInjectorRelay.onInstrumentAdded(SourceFile:90)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.z.a(SourceFile:24)
at velox.api.layer1.layers.m.a(SourceFile:36)
at velox.api.layer1.layers.z.onInstrumentAdded(SourceFile:24)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.x.onInstrumentAdded(SourceFile:41)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.f.onInstrumentAdded(SourceFile:48)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.S.onInstrumentAdded(SourceFile:24)
at velox.api.layer1.providers.t.onInstrumentAdded(SourceFile:792)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.W.onInstrumentAdded(SourceFile:108)
at velox.api.layer1.layers.Layer1ApiUpstreamRelay.onInstrumentAdded(SourceFile:39)
at velox.api.layer1.layers.z.a(SourceFile:24)
at velox.api.layer1.layers.aJ.c(SourceFile:131)
at java.base/java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1136)
at java.base/java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:635)
at java.base/java.lang.Thread.run(Thread.java:833)
Caused by: java.lang.reflect.InaccessibleObjectException: Unable to make field private final byte java.time.LocalTime.hour accessible: module java.base does not "opens java.time" to unnamed module @4ae82894
at java.base/java.lang.reflect.AccessibleObject.checkCanSetAccessible(AccessibleObject.java:354)
at java.base/java.lang.reflect.AccessibleObject.checkCanSetAccessible(AccessibleObject.java:297)
at java.base/java.lang.reflect.Field.checkCanSetAccessible(Field.java:178)
at java.base/java.lang.reflect.Field.setAccessible(Field.java:172)
at com.google.gson.internal.reflect.UnsafeReflectionAccessor.makeAccessible(UnsafeReflectionAccessor.java:44)
at com.google.gson.internal.bind.ReflectiveTypeAdapterFactory.getBoundFields(ReflectiveTypeAdapterFactory.java:159)
at com.google.gson.internal.bind.ReflectiveTypeAdapterFactory.create(ReflectiveTypeAdapterFactory.java:102)
at com.google.gson.Gson.getAdapter(Gson.java:458)
at com.google.gson.internal.bind.CollectionTypeAdapterFactory.create(CollectionTypeAdapterFactory.java:53)
at com.google.gson.Gson.getAdapter(Gson.java:458)
at com.google.gson.internal.bind.ReflectiveTypeAdapterFactory.createBoundField(ReflectiveTypeAdapterFactory.java:117)
at com.google.gson.internal.bind.ReflectiveTypeAdapterFactory.getBoundFields(ReflectiveTypeAdapterFactory.java:166)
at com.google.gson.internal.bind.ReflectiveTypeAdapterFactory.create(ReflectiveTypeAdapterFactory.java:102)
at com.google.gson.Gson.getAdapter(Gson.java:458)
at com.google.gson.Gson.fromJson(Gson.java:926)
at com.google.gson.Gson.fromJson(Gson.java:892)
at com.google.gson.Gson.fromJson(Gson.java:841)
at com.google.gson.Gson.fromJson(Gson.java:813)
at velox.bookmap.lX.a(SourceFile:287)
at velox.api.layer1.b.getSettings(SourceFile:560)
... 68 more

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Fri Oct 08, 2021 6:40 pm

I will check what has changed in this release, I got similar issues in other add-ons as well. Alpha release is an alpha release :-)
Could you please let me know from which version you have upgraded from?

astuntas
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Re: VWAP Standard Deviation Indicator

Post by astuntas » Sat Oct 09, 2021 8:18 am

Unfortunately I don't know, I still have the previous version downloaded which I did on 2021-09-05 from the forum, but don't quote me on this. To make things simplier it would be good if you keep naming the jar files with version names (which you already do, but the version i got on september was in file name "z0li-indicator". Also, it would be nice if you would print the version name on the indicator config page as it is done in the Liquidity Tracker for example. 
Secondly, Absorption indicator has similar situation and doesn't work no more (just a bunch of error message) with this bookmap version, therefore I will downgrade bookmap to at least b15 because I don't know how long it will take to fix these problems.
Thanks for responding so quickly!

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Sun Oct 10, 2021 8:15 am

Hi Astunas, 

You can delete your settings files, or I can publish a new plugin with invalidating the old settings. Showing the version number in the config window is a good idea, thanks for that. I will need some time to add it to all my plugins and publish them (signing the final packages might take some time), I hope you can make it work till then.
For the reset of configs, you can stop Bookmap, rename your config folder (where the bookmap_config_v7.json is) start Bookmap again. It will remove all plugin settings and might solve your issues for all of the plugins. 

astuntas
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Re: VWAP Standard Deviation Indicator

Post by astuntas » Sat Oct 23, 2021 10:45 am

Hi, I downgraded the bookmap to more stable version so now it seems to be loading fine.

One thing I noticed with indicator is that it seems to reset at 00:00 even if this time isn't added as a Reset timestamp. If I add any real timestamp, it seems it would reset at that time AND at 00:00:
https://ibb.co/wwWftGY
Could you advice on this please?

zcsoka
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Re: VWAP Standard Deviation Indicator

Post by zcsoka » Sat Oct 23, 2021 6:09 pm

This might be related to the exchange, I will check it next week when the market is open and get back to you.

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