I would like to access the VWAP value and the Std Dev upper & lower values.
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Order Flow VWAP values
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Hello claude1,
Thank you for your note.
Yes, I would suggest opening the strategy builder and on the Conditions and Actions page>Add and under the indicators folder select VWAP or Standard Deviation. You could either reference this via the builder or if you click the unlock code button on the bottom of the strategy builder, you’ll see how its referenced in NinjaScript.
Please see the attached screen shots.
The following YouTube videos you may find helpful getting comfortable with using the strategy builder.
Strategy Builder Intro: 7 Minutes
An overview of the Strategy Builder feature in the NinjaTrader 8 platform.NinjaTrader supports over 40,000 traders around the globe with best-in-class techno...
Strategy Builder NT8:
Understand the fundamentals of basic strategy creation by developing an actual strategy using the NinjaTrader Strategy Builder.2:45 Opening a Strategy Builde...
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
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Can you advise a simple way via strategy builder or code to go long or short when a closing price is above or below a particular standard deviation of the order flow VWAP indicator.
There are 3 upper and 3 lower bands, exactly how can these be incorporated into a strategy. Thanks.
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Hello Jimmyk,
This would not be possible in the strategy builder however I will request the ability to select a specific band be added.
I have attached an indicator which demonstrates how you could reference the different plots via the NinjaScript Editor.
For example,
This would be the first upper band,
Code:Print(ofVWAP.Values[1][0]);
Code:Print(ofVWAP.Values[2][0]);
Attached FilesAlan P.NinjaTrader Customer Service
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Is there a way yet to access these values?
I don't even see a way to access order flow through Strategy Builder.
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Hello TomTownsend,
Thanks for your post.
The Order Flow indicators cannot be used in the Strategy Builder.
Here is a link to the help guide for ninjascript access to Order Flow VWAP: https://ninjatrader.com/support/help...flow_vwap2.htmPaul H.NinjaTrader Customer Service
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Hi Tom,
Sounds like we are working on similar projects haha... I think you have a few options here from my experience using VWAP with NT8 strategies...
1. In the community eco system there is a basic VWAP indicator there. I think I downloaded it here...
https://ninjatrader.com/support/foru...71-vwap-in-nt8
I did a comparison from this indicator and the order flow VWAP 8 and the plot value was the exact same (except color changes in order flow version but same value).
2. You can use the example code in strategies they provide but... if you use visual studio you must add CustomerVendor.scott to your project for visual studio to compile (and updates or compiling again in NinjaTrader will remove this and you have to add it back). I also have to check but performance was much lower for my strategy when adding that order flow VWAP ninjascript... the other disadvantage you get with this option is it doesn’t plot on the chart itself if you’re using that feature in strategy analyzer and want the visual.
So I suggest option 1 and save the special ninjascript code only for the other volumetric code.
Thanks,
Chad
- Likes 1
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Thanks so much for following up with all this info, Chad, I'll look into it!
I just saw your other post to me, too - yes looks like we are very much on the same track right now
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