pjsAVWAP – An anchored VWAP wap drawing tool for Ninjatrader 8
Seems tough to find one of these available freely for Ninjatrader 8. I coded one for my own use some years back and have been meaning to get around to sharing it for some time. So, here it is.
Features and usage
So how do we actually use this drawing tool? Select ‘Anchored VWAP’ from the list of drawing tools, and click on the chart where you want the VWAP to begin plotting. Move the mouse to the last bar you want to consider, and click again. Bamn! Done! Yes – It’s that easy. If you want the tool to keep calculating future bars, make sure you click past the end of the last bar. If you forgot to do that, you can edit the drawing object properties and check the ‘Extend right’ option.
I did a brief overview in a short YouTube video. Some features may have changed a little since I made this.
So there you go.
What do you think?
You might like to take a look at some of my other Ninjatrader bits and pieces.
Ninjatrader version 184.108.40.206 or above for this release (Ninjatrader changed to a 64bit-only model), however, at this time, we cannot recommend using the 8.1.x.x branch. 220.127.116.11 is the last known recommended version.
Please note that all release notes will be posted in the product documentation, under the release notes sub, here
As usual, let me know below if any issues and I will try to resolve them, time permitting.
This tool is Coffeeware. You are required to donate to obtain a license if you wish to keep using the tool. The product however does not time out (but will show a small banner). You can donate via the Kofi page. Please be sure to mention AVWAP in your msg. Within a few days (usually, and as long as you did not donate anonymously!), a license key will be sent to you for your exclusive use which will also remove the banner (and caffeinate the author). Please make sure the indicator meets your requirements, prior to donating. Thank you for your support!
Can I install this on multiple computers? Yes – Up to 2 with the same licensed version of Ninjatrader, with the same license key.
if you have any questions, please get in touch via the website. If you already have the indicator, please be sure to provide your product key and machine id with the request. We cannot help you unless you provide your product key AND your machine id. Please note, your machine ID can be found in Ninjatrader, under the ‘Help, About’ menu.
Please be sure to check the DOCUMENTATION
Please use the contact form in the first instance, if you want to get in touch.
It would be very helpful though if you could set certain time period for which you want the anchor to start. For example, set the period last 30 days, so the anchor would set itself every day to the 30th day in history.
Great idea. I actually have a rolling vwap (I call it) which I do a fixed time period on, similar to that, but shorter. I will bear it in mid for future releases
It would be great though if you could set a period from which the anchor could start from. For example, set a 30 bar look back period, and the anchor positions itself on the 30th bar automatically with each new bar.
I’m not looking to spend on an indicator that doesnt allow me to base a profitable strategy on it.
I have to be at work so I cant trade. I need the system to trade for me 🙁
Ah, don’t we all. But, profitable strategies around VWAP are many. You have to put in the time to build them, though!
does this uses OHLC/4 for calculations ?
no – It uses the same method that Ninjatrader use for their own vwap calculations in the ‘order flow’ versions so they will match if applied to the same time frames.