Moving VWAP with Standard Deviation indicator

[leonardo_lira]

Hi Geonss,

The Anchor if I understood it correctly is bound to a time stamp reset. As you might have realised, in the package there is a normal VWAP with STDV, I think that is what you are looking for. Right now I have only period based reset, but I am working on a timestamp based reset option, which will allow you to "anchor" your VWAP. Please keep in mind, that the indicators cannot use historical data, so your anchor point has to be during Bookmap running time. Would it fulfil your requirement?

Hi zcsoka!
Addding to Geonss, would be great if we could plot a few moving VWAPs anchored into different timestamps besides having the Intraday VWAP (VWAP Standard Deviation Indicator) always on and set at the beginning of the day.
Let's say that at the beginning of the day, the market if following yesterday's VWAP or the another important event of the previous day, like a Highest High (HH) or Lowest Low (LL)  ago from a yesterday or few days.
Sometimes also we want to understand how the market is respecting the today's HH or LL VWAP comparing with the VWAP from the beginning of the day. 
Thanks!

[zcsoka]

Thanks for the suggestion. Your idea would indicate multiple indicators, which requires the rewrite of the current one completely to support that. I will start designig the changes and see if it is feasible without breaking the current functionality. I can also support historical backfill for Bookmap version 7.2+. Give me couple of weeks and I will get back to you.
 

[zcsoka]

Dear @leonardo_lira,

I looked into the topic and I am afraid I need some more details. Here we are talking about a moving VWAP, which is taking into account only the last X trades. I did not implement a reset on it, since it does not make sense for a rolling value. I would need some clarification on your requirements and what you want to achieve. 
What I understood, that you would like to have multiple moving VWAPs and not only one. Regarding any other requirements, please clarify?