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VWAP Standard Deviation Indicator
Posted: Mon Dec 23, 2019 11:01 am
by zcsoka
Dear All,
Please purchase this product on the Bookmap Marketplace.
(
New version for Bookmap 7.6 (version 2.5.1) ! Please see post
https://bookmap.com/forum/viewtopic.php ... 9425#p9425)
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.
Please find the User Guide on the Bookmap Marketplace.
If you have any issues or recommendations, please post it here, or check the "Addons" channel on the Bookmap Discord.
Re: VWAP Standard Deviation Indicator
Posted: Tue Feb 18, 2020 5:50 pm
by 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:
Re: VWAP Standard Deviation Indicator
Posted: Tue Mar 17, 2020 2:43 pm
by zcsoka
I have fixed some bugs and changed the time reset logic in the VWAP. Please check it.
Re: VWAP Standard Deviation Indicator
Posted: Thu May 07, 2020 3:58 am
by woody
Hi,
I'm very keen to test this indicator but it doesn't load properly on Mac OSX version of Bookmap.
Re: VWAP Standard Deviation Indicator
Posted: Fri May 22, 2020 5:40 am
by 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!
Re: VWAP Standard Deviation Indicator
Posted: Fri May 22, 2020 8:28 am
by zcsoka
woody wrote: ↑Thu May 07, 2020 3:58 am
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
Re: VWAP Standard Deviation Indicator
Posted: Fri May 22, 2020 8:29 am
by zcsoka
xiviii wrote: ↑Fri May 22, 2020 5:40 am
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.
Re: VWAP Standard Deviation Indicator
Posted: Fri May 22, 2020 9:15 am
by 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.
Re: VWAP Standard Deviation Indicator
Posted: Fri Jul 03, 2020 1:31 pm
by 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
Re: VWAP Standard Deviation Indicator
Posted: Fri Jul 03, 2020 9:09 pm
by 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.