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Vwap deviations based on x points

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    Vwap deviations based on x points

    Hi all. I'm looking for a version of vwap that lets me plot the deviations based on my own number of points away from vwap (multiple levels not just two or four) instead of the normal standard deviations that come with the normal version. Has anyone built this that they wouldn't mind sharing?

    #2
    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    What 'normal version' are you referring to? There is one built-in in VWAP indicator available called 'Order Flow VWAP' which is available to lifetime license key holders. Is that the VWAP you're referring to? If not, please clarify.

    You'll find a few VWAP indicators available here that were submitted by NinjaTrader users. Do any of those meet your needs?
    Patrick G.NinjaTrader Customer Service

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      #3
      Thanks for the response. The normal version is the one you posted the link to. And I use NT7 still.
      The issue with the original vwap is the deviations are based on volatility settings and not constant or set amounts away from the vwap. That's fine but statistics show that most days don't continue to expand as the day goes on but the standard deviations currently available do continue to expand. So they become useless over the course of the day.

      There are other platforms that have the ability to switch between stand deviations or x number of points away. I was hoping someone had already coded this and was willing to share it.

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        #4
        I've moved your post to the NinjaTrader 7 forums since you're using NinjaTrader 7. I am not aware of any other add-ons which would do what you desire. but I encourage other users to comment if they know of resources.

        An alternative for you would be to browse the NinjaTrader Ecosystem website for a vendor which has or which could make what you desire.
        Patrick G.NinjaTrader Customer Service

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