VWAP improvements (anchored, custom session, prior session highlight, Labels)

[NinjaTrader_ChelseaB]

Hello IanS00,

I have added your vote to SFT-4766.

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

[IanS00]

Has this still not been delivered? Please add my vote for Anchored VWAP.

[GauthamK]

I was successfully able to create a AVWAP script that can also be used inside a strategy or like a standalone indicator. Please feel to free to use it or change accordingly. This is only a better version (mix and match) of the codes previously shared by so many here. This is accurate within a tick when compared to the native AVWAP tool from trading view.

1) I dont need the VWAP bands, so i removed them in the code.
2) It needs to be called programmatically in the following way.

.....
DateTime AnchorFrom;
private NT8AVWAP VWAPx1;
....
....


else if (State == State.DataLoaded) {

VWAPx1 = AVWAP1(BarsArray[0], AnchorFrom);
AddChartIndicator(VWAPx1);


}​

Hope its useful to y'all.

[GauthamK]

HI i am using vwap indicator by RISKYBUSINEZZ . It plots ok however when i use it in strategy, this vwap value drops... Why is it so? you can see it in cyan line

vWapInd = VWAP8();
vwapValue = new Series<double>(this);
AddChartIndicator(vWapInd);
vwapValue = vWapInd.PlotVWAP;​[B][/B]

I am having the exact issue where if I use it in a strategy it is giving me inaccurate vwap value. I am using a different version of avwap code. It gives correct value when it’s plugged in on chart.

[tkaboris]

HI i am using vwap indicator by RISKYBUSINEZZ . It plots ok however when i use it in strategy, this vwap value drops... Why is it so? you can see it in cyan line

vWapInd = VWAP8();
                vwapValue = new Series<double>(this);
                AddChartIndicator(vWapInd);
                vwapValue = vWapInd.PlotVWAP;​[B][/B]

[Madtrade]

wow 3 years since first request... uff Add my request to it please.

[NinjaTrader_ChelseaB]

Hello rapals,

Thank you for your vote.

I've added your vote to SFT-4766.

[rapals]

add my vote for AVWAP

[NinjaTrader_ChelseaB]

Hello ZeroKuhl,

Welcome to the NinjaTrader forums!

Thank you for your voice on this. I've added your vote to SFT-4766.

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

[ZeroKuhl]

Add my vote for this feature. SFT-4766 crazy that this has been open for a few years and still nothing.

[NinjaTrader_ChelseaB]

Hello habibalex,

As this is a paid addon, I've had to remove the link to the external site from the forum.

Please send this link as a private message to any recipients.

[habibalex]

There is an anchored VWAP tool here also: [Redacted]

[altarmobile]

Hi All,

I have updated the code provided by Riskbusinezz so that it can be customised to start at user preferred time which would be similar to AnchoredVWAP. Hope this helps anyone looking for AnchoredVWAP i.e VWAP to start at specific time.

Dear Sir,
thanks for the nice work. I have tried your achored VWAP in NT8. it functions great except that starting point can ONLY be in AM session, e.g. the earliest time being 12:00AM; it also can Only ended right before 11:59PM.
If the work can start at 6:00PM, ended at 5:00PM, that should be perfect.

thanks a lot.

[ftf19]

Jbmiguel, there are pay for drawing AVWAP tools on the interweb, this tool suits my needs perfectly I just wish I could be a bit more precise. All I am trying to do is setup a yearly and monthly chart and although I am not a programmer it seems adding a date input field right below the time field would be fairly uninvolved. Any thoughts on this?

[jbmiguel]

Please add my vote for an Anchored VWAP SFT-4766, would be great if it was a drawing tool.
TY