VWAP for Week/Month time frame

[percma]

Could you tell me how would I be able to have the VWAP for the period of a Week or a Month? basically without resent at each EOD

thanks

[NinjaTrader_EricB]

Hello,
Thank you for your post.


Unfortunately plotting VWAP value in the weekly or monthly would require a custom item. Below is a link to the indicator sharing section of the NinjaTrader Ecosystem, I would suggest looking through there for what you're looking for. I did attempt to find an options to accomplish this but was unsuccessful, so also feel free to post in order to get feedback or custom suggestions from other users on our forum as well.

https://ninjatraderecosystem.com/

If you are a programmer, our NinjaScript team may provide you links to samples which would help you write the indicator yourself, or I can have someone reach out with a list of third parties that would be interested in building this for you.

Please let us know if you need further assistance.

[percma]

thanks Eric. any chance this will be in the software in the near future?

[NinjaTrader_EricB]

Thank you for your reply.

I can certainly forward a note to our development team so interest in this is tracked for future feature consideration.
The ID for this request is SFT-3661. You may reference this ID in the future regarding this matter. If implemented, this would also list in the NinjaTrader Help Guide release notes along with all updates upon release (Help > Help > Release Notes).

Let us know if we may assist further.

[860cam]

3 years, any progress this?

[NinjaTrader_RyanS]

Hello,

We have added a week and month interval reset to this indicator. This is the first option listed in the indicator's properties settings.

Please let us know if you have further questions.

[cryptochef]

NinjaTrader_RyanS This Monthly and weekly VWAP has been added as you said but I find it near useless as well as all the other orderflow indicators as I cannot call to it for any of my strategies to backtest. Is there anyway to push further for the all the order flow indicators to be used to be called on in strategies ? i put in requests in the past but seemed to have been brushed aside on it- Is there a better way or venue for me to try to get these indicators added fully to use in strategies? This was a main reason I purchased the Lifetime Ninjatrader license. I am very interested in the VWAP , volume profile, trade detector and market depth map. Let me know what is possible.

[NinjaTrader_Jim]

Hello cryptochef,

Please note that there is no ETA or promise of fulfillment regarding feature requests. for the thread's reference, Market Depth map and Trade Detector are being tallied in the feature request ticket SFT-3323. Programmatic access for Order Flow Volume Profile is being tracked in SFT-3402. If any one else would like to share additional votes for these requests, please let us know.

The Order Flow+ indicators below can be used in unlocked NinjaScripts. The links will lead you to the NinjaScript documentation page.

Order Flow + VWAP — https://ninjatrader.com/support/help...flow_vwap2.htm
Order Flow + Cumulative Delta — https://ninjatrader.com/support/help...ive_delta2.htm
Order Flow + Volumetric Bars — https://ninjatrader.com/support/help...tric_bars2.htm

We look forward to assisting.

[cryptochef]

Thanks Jim for these References and Response! - I understand there is no guarantee - however I would like to throw my vote in for them to be added and would encourage anyone else who comes across this to add their vote as well!

I am using the order flow VWAP to backtest- However the issue I am running into it right now is that I cant seem to call on weekly or Monthly anchors/ sessions It seems i can only use the Intraday, such as the RTH or ETH sessions. Is would assume it would be easy for you to add the ability to choose the Weekly or Monthly vwap anchors. However I cant seem to find it on that document you shared. Is it correct that this is also a feature I would need to request for development or did am I overlooking how to call it through the trading hours parameters?

Normally I go through the strategy builder and try to call on an indicator or set it up that way and then pull the code from when I compile to then use it or add it to a strategy i need to test- The Orderflow VWAP or other ones are not able to be viewed from the drop down of indicators from the conditions and actions section in the strategy builder- At one point i believe it was.

Appreciate the help.

[NinjaTrader_Jim]

Hello cryptochef,

We added the ability to change reset intervals after Release 19, but we did not add NinjaScript overloads as they would be code breaking for those that have already written scripts to use Order Flow VWAP. In order to change the reset interval in NinjaScript to add a monthly or weekly VWAP, the indicator will need to be instantiated and the properties changed after instantiation. Please see the thread below which has an example demonstrating.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1132910-vwap-order-flow-script-for-week-or-month-instead-of-just-session-lifetime-license#post1132932

The Order Flow indicator were removed from the Strategy Builder because the Strategy Builder is not robust enough to generate the additional code needed to properly use the Order Flow indicators.

As for your votes, I have added them to out internal tickets.

Let me know if there is anything else we can do to help.

[cryptochef]

Thank you Jim! Very Kind This will help greatly!- This should keep me busy for a while now.

Cheers!