SIDI VolumeLevels

VWAP Calculation (Daily, Weekly, Monthly)

• Flexible Periods:
  You can individually set the number of days for the VWAP calculation, e.g., a 2-day VWAP (default: 1 day). For monthly VWAPs, you can adjust the reset period.
  Example: A 2-day VWAP is reset every two days to analyze long-term trends.
• Session Options:
  Choose between a full session (all data for the day) or a custom session with start and end times. You can also adjust the time zone for custom sessions to align your analysis with your trading hours.
• Dynamic Adjustment:
  Changes to the settings (e.g., via the toolbar configuration window) require a chart reload (F5) to take effect, allowing you to remain flexible at all times.

Visual Display

• Customizable Lines:
  Choose how VWAP lines are displayed on the chart:
  • All Days: Displays the VWAP line for each day.
  • Intraday Session: Displays the line only for the current day.
  • Invisible: Disables the display of the line.
    You can also adjust the line style (e.g., solid, dashed), width (in pixels), and opacity (0–100%).
• Color Modes:
  Customize the colors of the VWAP lines:
  • Normal: A uniform color.
  • Up/Down: Two colors based on upward or downward movements.
  • Up/Down/Close: Three colors based on the closing price.
  • Up/Down/Neutral: Three colors with an additional neutral color.
    Choose individual colors for rising, falling, or neutral trends.
• Markers and Labels:
  Display markers for VWAPs that are either always visible (historical) or only displayed in real-time (current day). You can adjust the position (left/right), length, distance from the chart edge, font, font size, and color of the labels. Optionally, you can display the current VWAP price directly next to the label.
• Session-Dependent Display:
  Enable the option to display VWAP lines only within the configured session times. Outside these times, no line will be shown to keep the chart clear.

Volume Levels (VPOC, VAH, VAL)

• Dynamic Calculation:
  SidiVolumeLevels calculates important volume levels such as VPOC, VAH, and VAL for daily, weekly, monthly, and contract-specific periods. These levels are updated in real-time and can be visualized on the chart.
• Customizable Display:
  Choose whether the lines for VPOC, VAH, and VAL should be displayed for all days, only the current day, or not at all. You can individually adjust the line colors, opacity, and width.
• Extension to Chart Edge:
  Optionally, you can extend the volume levels to the right edge of the chart to get a better overview.

Background Coloring

• Line-Based Coloring:
  Color the chart background based on bullish or bearish values of the lines (e.g., VWAP). Choose individual colors for bullish and bearish trends, as well as the opacity (0–100%).
• Area-Based Coloring:
  Define areas on the chart that are colored based on specific values. You can adjust the display (all days, intraday session, invisible), color, and opacity. An extension to the right chart edge is also possible here.

Alarms and Notifications

• Price Crossover Alarms:
  Set alarms that are triggered when the price crosses a specific volume level (e.g., VPOC, VAH, VAL). Choose between:
  • Off: No alarm.
  • Per Bar: Alarm is triggered once per bar.
  • Seconds: Alarm is triggered every X seconds as long as the condition is met.
    You can define the reference point (OHLC: Open, High, Low, Close), the operator (e.g., greater/less than), and the bar (finished/unfinished). Choose a custom audio file (*.wav) for the alarm sound.
• Email Notifications:
  Enable email notifications for important events, e.g., connection issues. Provide an email address and define custom texts for connection loss and reconnection (Default: “Connection to price feed lost @ {Date / Time}”).