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VWAP with Std Deviations
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VWAP with Std Deviations
I am looking for a way to display the VWAP with 2 standard deviations lines above and below. Much like Bollinger Bands. Any ideas?
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Hello Joseph Connors,
Thanks for your post.
You could call the AddPlot() method in a custom NinjaScript indicator to add plots to the script.
Then, you would assign the Order Flow VWAP values you want to plot to the plots that you added in the script.
Note that the OrderFlowVWAP() numStandardDeviations argument determines the number of standard deviations of the VWAP.
See the help guide documentations below for more information and sample code.
AddPlot(): https://ninjatrader.com/support/help...t8/addplot.htm
OrderFlowVWAP: https://ninjatrader.com/support/help...flow_vwap2.htm
<span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>
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Originally posted by NinjaTrader_BrandonH View PostHello Joseph Connors,
Thanks for your post.
You could call the AddPlot() method in a custom NinjaScript indicator to add plots to the script.
Then, you would assign the Order Flow VWAP values you want to plot to the plots that you added in the script.
Note that the OrderFlowVWAP() numStandardDeviations argument determines the number of standard deviations of the VWAP.
See the help guide documentations below for more information and sample code.
AddPlot(): https://ninjatrader.com/support/help...t8/addplot.htm
OrderFlowVWAP: https://ninjatrader.com/support/help...flow_vwap2.htm
Thanks for your help, but I do not do programming. I was just thinking there was an indicator that would work. There used to exist a large listing of user supplied scripts
but I can't find it any more. Does that still exist?
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Hello Joseph Connors,
Thanks for your notes.
You could consider using the Order Flow VWAP indicator that comes with the purchase of a Lifetime Account Plan or subscription to the Order Flow Tools package in the NinjaTrader Account Dashboard.
The Order Flow VWAP indicator that NinjaTrader provides as part of the premium Order Flow Tools package could be set to plot 2 standard deviation plots.
See this NinjaTrader article for more information: https://ninjatrader.com/trading-plat...-flow-trading/
And, see this help guide page: https://ninjatrader.com/support/help..._flow_vwap.htm<span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>
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Thanks I just found it on a Google search and it is exeactly what I needed! Thank you!Originally posted by NinjaTrader_BrandonH View PostHello Joseph Connors,
Thanks for your notes.
You could consider using the Order Flow VWAP indicator that comes with the purchase of a Lifetime Account Plan or subscription to the Order Flow Tools package in the NinjaTrader Account Dashboard.
The Order Flow VWAP indicator that NinjaTrader provides as part of the premium Order Flow Tools package could be set to plot 2 standard deviation plots.
See this NinjaTrader article for more information: https://ninjatrader.com/trading-plat...-flow-trading/
And, see this help guide page: https://ninjatrader.com/support/help..._flow_vwap.htm
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Hi Joseph. Are you stating that you found a third party indicator for VWAP with standard deviations? If so, would you mind informing me how to find that? Thanks.Originally posted by Joseph Connors View Post
Thanks I just found it on a Google search and it is exeactly what I needed! Thank you!
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