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Re: VWAP Standard Deviation Indicator

Posted: Thu Mar 16, 2023 1:34 am
by 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.

Re: VWAP Standard Deviation Indicator

Posted: Thu Mar 16, 2023 8:54 am
by 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 320 times

Re: VWAP Standard Deviation Indicator

Posted: Wed Mar 22, 2023 8:55 pm
by jared_bryan
zcsoka wrote:
Thu Mar 16, 2023 8:54 am
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. :o  It's working perfectly. 

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

Re: VWAP Standard Deviation Indicator

Posted: Mon Aug 21, 2023 7:41 am
by 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?
 

Re: VWAP Standard Deviation Indicator

Posted: Mon Aug 21, 2023 7:53 am
by zcsoka
datapccc2022 wrote:
Mon Aug 21, 2023 7:41 am
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. 
 

Re: VWAP Standard Deviation Indicator

Posted: Mon Aug 21, 2023 10:44 am
by datapccc2022
I sent the log file in a private message

Re: VWAP Standard Deviation Indicator

Posted: Sun Sep 10, 2023 1:09 am
by 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)


 

Re: VWAP Standard Deviation Indicator

Posted: Sun Sep 10, 2023 12:00 pm
by zcsoka
Dear Terminhandler,

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

 

Re: VWAP Standard Deviation Indicator

Posted: Tue Sep 12, 2023 2:08 am
by terminhandler
I'm using z0li-2.2.3.jar.

Re: VWAP Standard Deviation Indicator

Posted: Tue Sep 12, 2023 2:16 am
by 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)