POC, VAH and VAL Indicator

astuntas
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Re: POC, VAH and VAL Indicator

Post by astuntas » Fri Oct 08, 2021 7:13 am

Could you add the "Reset at time" feature to value indicator please? 
With crypto the market is always open, and if the market goes into a range after a bigger swing this indicator keeps showing the values since bookmark start, and i think it would be useful to see it since the moment it went into a new range.
Thanks!

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Fri Oct 08, 2021 6:35 pm

Hi Astuntas, 

On value indicator you mean the value are high and low? Would you want the same as I have for the VWAP Standard Deviation?

astuntas
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Re: POC, VAH and VAL Indicator

Post by astuntas » Sat Oct 09, 2021 8:52 am

Yes, exactly - a window to enter the time of the day at which the calculation resets.
And, as I mentioned on VWAP forum - it would be great if you added indicator version number on the config page just to make it easier to communicate if we want to discuss it.

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Sun Oct 10, 2021 8:04 am

Understood, I will do it and post a test version here. I am on a business trip, please give me couple of days to prepare the package.

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Re: POC, VAH and VAL Indicator

Post by zcsoka » Sun Oct 10, 2021 6:29 pm

Greetings, 

Please find the test version below for the time stamp based reset on VA lines and the PoC. Please remark, that your windows and java time zone settings might play a trick on you and the reset time might be off by the time zone settings. It is your Java time zone settings, it is beyond the plugin's control. Please also remark that this test version is not signed for DXFeed yet (will be signed in case of a successful test), so please test it with other data feeds. Please give me feedback.

z0li-2.2.1.jar
(77.49 KiB) Downloaded 15 times

astuntas
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Re: POC, VAH and VAL Indicator

Post by astuntas » Sun Oct 10, 2021 9:20 pm

Awesome, will check it out now, thanks!
Also, I have downgraded the Bookmap to 7.2.0 b19 and it worked for a few hours, then froze, and after restart I got this error with the previous version of POC indicator (the previous version i mean not the one you posted today just now). Indicator failed to load.
Maybe this will be useful, otherwise ignore it.
I will check the new version now, the error messages from previous version:

Code: Select all

 
java.lang.RuntimeException: java.util.concurrent.ExecutionException: com.google.common.util.concurrent.UncheckedExecutionException: java.lang.IllegalStateException: index = 553 next entry index = -1
at velox.bookmap.nL.a(SourceFile:327)
at velox.bookmap.nN.a(SourceFile:354)
at velox.bookmap.oa.a(SourceFile:944)
at velox.ib.j.a(SourceFile:2747)
at velox.ib.j.get(SourceFile:2636)
at velox.api.layer1.simplified.IndicatorGeneratorImplementation.calculateValuesInRange(IndicatorGeneratorImplementation.java:51)
at velox.api.layer1.layers.e.calculateValuesInRange(SourceFile:231)
at jdk.internal.reflect.GeneratedMethodAccessor38.invoke(Unknown Source)
at java.base/jdk.internal.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:43)
at java.base/java.lang.reflect.Method.invoke(Method.java:564)
at velox.api.layer1.exceptionwrapper.a$b.invoke(SourceFile:64)
at com.sun.proxy.$Proxy77.calculateValuesInRange(Unknown Source)
at velox.api.layer1.exceptionwrapper.e.calculateValuesInRange(SourceFile:22)
at velox.bookmap.mu.a(SourceFile:378)
at java.base/java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1130)
at java.base/java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:630)
at java.base/java.lang.Thread.run(Thread.java:832)
Caused by: java.util.concurrent.ExecutionException: com.google.common.util.concurrent.UncheckedExecutionException: java.lang.IllegalStateException: index = 553 next entry index = -1
at java.base/java.util.concurrent.FutureTask.report(FutureTask.java:122)
at java.base/java.util.concurrent.FutureTask.get(FutureTask.java:191)
at velox.bookmap.nL.a(SourceFile:323)
... 16 more
Caused by: com.google.common.util.concurrent.UncheckedExecutionException: java.lang.IllegalStateException: index = 553 next entry index = -1
at com.google.common.cache.LocalCache$Segment.get(LocalCache.java:2050)
at com.google.common.cache.LocalCache.get(LocalCache.java:3951)
at com.google.common.cache.LocalCache$LocalManualCache.get(LocalCache.java:4870)
at velox.bookmap.nL.a(SourceFile:213)
at velox.bookmap.nL.a(SourceFile:258)
at velox.bookmap.nM.a(SourceFile:314)
at velox.bookmap.nM.call(SourceFile:307)
at java.base/java.util.concurrent.FutureTask.run(FutureTask.java:264)
... 3 more
Caused by: java.lang.IllegalStateException: index = 553 next entry index = -1
at velox.bookmap.nL.a(SourceFile:341)
at velox.bookmap.nL.a(SourceFile:222)
at com.google.common.cache.LocalCache$LocalManualCache$1.load(LocalCache.java:4875)
at com.google.common.cache.LocalCache$LoadingValueReference.loadFuture(LocalCache.java:3527)
at com.google.common.cache.LocalCache$Segment.loadSync(LocalCache.java:2276)
at com.google.common.cache.LocalCache$Segment.lockedGetOrLoad(LocalCache.java:2154)
at com.google.common.cache.LocalCache$Segment.get(LocalCache.java:2044)
... 10 more

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Mon Oct 11, 2021 5:18 am

Hi Astuntas,

The latest exception seems not to be related to my plugin, please send it to Bookmap with the log file you had that time. 
Let me know your findings regarding the new version,

Regards,

Zoltan

astuntas
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Re: POC, VAH and VAL Indicator

Post by astuntas » Sat Oct 23, 2021 10:32 am

Hi,

sorry for late reply, im trading only as a hobby and been busy with other things for the last couple of weeks.

Thanks for adding this reset feature. I am trying to use it now, but another thing I noticed is that it takes a very long time to load. Say I open bookmap and subscribe to BTC/USDT on Binance, and load 24H historical data. Then I enable the value indicator - it has been loading for 1H and 15 minutes now and it has loaded about 20% of data (the bookmap says "Updating indicator: events loaded 18K/60K" (so it will probably take another 4 hours to fully load). If I use a reset function, it would start loading again. This makes it very difficult to use. Can you advice on how to improve this?

PS my machine isn't the newest but should be quite fast still, its an i9 which is 3 years old, I don't have any other issues with speed with this machine. See screenshot when the indicator is loading:
https://ibb.co/gR3xK21

zcsoka
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Re: POC, VAH and VAL Indicator

Post by zcsoka » Sat Oct 23, 2021 6:05 pm

Hi Astuntas, 

I did not test with Binance data, next week I will give it a try. Reloading should take only couple of seconds. Due to the backfill of the data it has to process every single trade every time you change anything in the settings. I will get back to you on that.

astuntas
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Re: POC, VAH and VAL Indicator

Post by astuntas » Sat Oct 23, 2021 8:42 pm

Yes, all other indicators are quite fast, including your VWAP with deviations, but this one takes long time for some reason. Let me know if I can provide any more details to help nail it down

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