Get anchored VWAP value

[TradingRocks]

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[NinjaTrader_ChelseaB]

Hello TradingRocks,

Unfortunately, no, the Order Flow VWAP from NinjaTrader does not provide a plot of yesterday's value.

On a chart you would need to scroll back to the previous session.

In code, you would need to provide a bars ago index that refers to a bar from the previous session.

[Harry]

We have built daily, weekly, monthly and quarterly VWAPs with selectable anchor points. There are open source versions and more elaborated versions with inbuilt instrument data base, integrated holiday calendar for CME futures, quarter range bands, mean absolute deviation bands, display of prior day's values and VWAPs for the past days. Standard calculation is from minute bars, but you may also select to calculate more accurate values from high resolution tick data.

The indicators basically refer to the selected trading hours template. The anchor point may be set inside the trading hours as needed.

[west3gg]

We have built daily, weekly, monthly and quarterly VWAPs with selectable anchor points. There are open source versions and more elaborated versions with inbuilt instrument data base, integrated holiday calendar for CME futures, quarter range bands, mean absolute deviation bands, display of prior day's values and VWAPs for the past days. Standard calculation is from minute bars, but you may also select to calculate more accurate values from high resolution tick data.

The indicators basically refer to the selected trading hours template. The anchor point may be set inside the trading hours as needed.

Hey Harry -

Would you happen to have a link where I could download this vwap tool?