Order Flow VWAP Alert

[zachiatrist]

Not sure if anyone has scripted anything like this, but I want to know if we can get alerts when certain deviations of the Order Flow VWAP are hit by price. There's 3 levels of deviation, can't we get some check boxes built in for alerts?

[NinjaTrader_Jesse]

Hello zachiatrist,

Thank you for the post.

I will put in a feature request for built in alerts to be added into the indicator, for the time being there are other ways you can still accomplish this. You can either manually apply the indicator and then configure alerts in the chart for what you wanted or this could also be programmed in NinjaScript.


https://ninjatrader.com/support/helpGuides/nt8/alerts.htm

Or through NinjaScript:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_vwap2.htm?zoom_highlightsub=orderflow

https://ninjatrader.com/support/helpGuides/nt8/alert.htm

I look forward to being of further assistance.

[zachiatrist]

Thanks! Buy yeah I am familiar with adding alerts to indicators.. but I can't figure out a way to assign it to say, the 3rd deviation band of the VWAP.. which is just a fat colored area, which is what I want to be alerted upon entry of..

[NinjaTrader_Jesse]

Hello zachiatrist,

For the third band of the vwap you could use the Plot which is associated with that band. It looks like there are 7 plots total so when you configure the alert you would select std deviation 3 upper or lower depending on the direction. You could form a cross below or above to find when the price crosses into the region or across the pot line.


I look forward to being of further assistance.

[zachiatrist]

Any chance you could give me some screenshots of the steps to assign it to the std deviation? I can't seem to find it in the alert conditions.. I can only select the whole VWAP indicator..

[NinjaTrader_Jesse]

Hello zachiatrist,

You can select a plot from any indicator which has plots, there is a dropdown menu in the indicators properties. I have attached an image of the plot selection.

I look forward to being of further assistance.

[zachiatrist]

Ahhh duh, I'm blind sometimes. Thank you

[zachiatrist]

Currently testing this and I don't think the alerts are activating.. my guess because the VWAP deviations are lagging just behind price, so price isn't technically "crossing inside" the area... could that be the issue?

[NinjaTrader_Jesse]

Hello zachiatrist,

What was the condition you had defined?

I tried this just now and was able to see an alert when the price crossed. I had defined a condition like the one in the attached image. If you used more than one crossing condition make sure you select "Any" instead of "All" from the dropdown at the top.


I look forward to being of further assistance.