VWAP in NT8

[First]

Is there a VWAP indicator in NT8?

[NinjaTrader_ChelseaB]

Hello First,

Currently, there is a migration to a updated forum and we are moving shared indicators to the ecosystem site.

https://ninjatrader.com/Forum_Local_Links?routestring=local_links.php

I'm attaching the open source VWAP8 indicator to this post so that you may download.

[iosman]

I was looking for this post (VWAP in NT8) so long but didn’t find this solution, now I have finally found this solution, thanks for this awesome post.

[Ivantr]

Hi there, how can I add upper and lower bands? I´d like to set it like I have it in thinkorswim. Thanks!

[NinjaTrader_ChelseaB]

Hello Ivantr,

Below is an updated link to this converted script.

https://ninjatraderecosystem.com/user-app-share-download/vwap8-volume-weighted-average-price/

Also, please note for lifetime licenses, there is an Order Flow VWAP indicator available.

https://ninjatrader.com/Order-Flow-Trading

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_vwap.htm#OrderFlowVWAPOverview

Unfortunately, this indicator (and the original) has one line.
It would be necessary to modify the code to add additional plots that band around the VWAP plot.

I am happy to answer any questions you may have about NinjaScript if you decide to code this yourself.

This thread will remain open for any community members that would like to modify this indicator on your behalf.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.


The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[Guest]

Hi Chelsea,

I wonder if it would be possible to create a modified version of this VWAP open source indicator for NinjaTrader 8.

Best regards.

[NinjaTrader_ChelseaB]

Hello Zenersev,

Unfortunately, the premium Order Flow+ indicators are not open source and cannot be copied and modified.

The open source script on the User App Share is open source and can be copied and modified.

Below is a link to a video that demonstrates copying an open source script.

https://www.youtube.com/watch?v=BA0W4ECyVdc&feature=youtu.be&t=8m15s

In an open source script, you would be able to write any C# code you would like.

[Guest]

Thank you Chelsea, I am going to watch that tutorial.

[RJBen]

Chelsea, I am a Lifetime License member. I have access to the OrderFlow tools for NT8. There was a programmer on Futures.io (formerly Big Mike's) that built a Volume Profile tool that drew lines High Volume Nodes and Low Volume Nodes. Any chance NT8 can include that ability in the future?

[NinjaTrader_ChelseaB]

Hello RJBen,

I will submit a feature request for the Order Flow Volume Profile to include High Volume Nodes and Low Volume Nodes. Once I have a tracking ID for this request I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hello RJBen,

This request is being tracked with ID# SFT-3297.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm