This ladder setting file, will display the VWAP book% in either a blue or pint text colour IF it becomes 10% greater or less than the current Book% of the last traded price (LTP)
In the image below you can see the current VWAP book% shown for all selection, for most this is in black so its currently within 10% +/- of the LTP book%
But if you look at the second ladder you'll see this is in pink, which means for this selection the VWAP book% is at least less than the LTP book%
and the 6th runner on the ladder has a VWAP book% is greater than 10% above the LTP book%
Ladder Settings
To use these ladder setting’s, click the 'VWAP Book% Greater or Less than LTP.bls file below to download it to your computer, then whilst on your ladder screen click the ‘Spanner’ icon to open the ladder settings editor and in the top left corner click;
Rules File
You will also need to click on the 'VWAP with IP Adjustment.baf' file below to download to your computer, once downloaded to your computer open Guardian and on the ‘Automation’ tab click ‘Import a Rules’ file, then each day just add your markets to Guardian and apply that rules file to them all.
Colour Settings
For the values to change colour you'll need to download and import the 'Value Based Colour Setting' files named
VWAP_minus, VWAP_normal and VWAP_plus and import them into your Value Based Colour Settings Editor on the 'Additional Information area of your Ladder Settings, then select them as your 'Text Colour' settings for the appropriate rows
Highlight when the VWAP Book% is 10% Greater or Less than the LTP Book% - Ladder Settings
TIP
To adjust the percentage difference between the VWAP book% and LTP book% from the default 10% select the rule named 'Store Values of IP% of LTP with Adjustments' and go onto the Stored Value Tab, and change the entered amount value
To adjust the percentage difference between the VWAP book% and LTP book% from the default 10% select the rule named 'Store Values of IP% of LTP with Adjustments' and go onto the Stored Value Tab, and change the entered amount value
You do not have the required permissions to view the files attached to this post.