Rth- vwap

[Fluid]

I saw a post from 2017 asking about RTH Vwap indicator that had no answer. Is this still the case in 2023? That there is no RTH VWAP available for NinjaTrader? Searched Ecosystem, zero results.

Does anyone know or have an idea/answer?

Thanks!

Fluid

[NinjaTrader_ChelseaB]

Hello Fluid,

I am not aware of a script such as this existing.

The issue is that for every single instrument you would need a map of which Trading hours template is the correct RTH Trading hours template for that instrument.
This would be a lot of work to map out and store every instruments RTH alternative.

But if you were to create that, and have a way to be able to add new entries, you could then use that with a BarsRequest object with that specific trading hours template and then calculate the VWAP values. (A BarsRequest would be necessary as calling AddDataSeries() with dynamic values is not supported)
https://ninjatrader.com/support/foru...on#post1206656