Difficulty with Custom Indicator for Percentage Above VWAP

[eloddjnijuhasz]

Hi,
I’m working on developing a custom indicator for NinjaTrader that calculates the percentage of stocks trading above the VWAP (Volume Weighted Average Price) for various indices (DJIA, NASDAQ, AXRC, NYSE). I’ve encountered a problem related to the symbols and data series required for this indicator.

• USI:PCTABOVEVWAP.DJ for DJIA

However, it appears that NinjaTrader does not have these specific products or symbols available.

Here is the script I’ve created so far: https://docs.google.com/document/d/1bR-8m69-pTtoFowr383oqyJEDcm5Vmd_f8IqzTsrbDA/edit?usp=sharing

Could anyone provide guidance on how I can address this issue?
For reference, here is a TradingView script: TradingView Script for Percentage Above VWAP

[NinjaTrader_Gaby]

Hello eloddjnijuhasz,

Thank you for your post.

When you say you are encountering problems related to the symbols, what problems are you specifically running into?

DJIA and NYSE are all available in NinjaTrader. For NASDAQ are you referring to the NDAQ stock? NDAQ is available already.

AXRC isn't available but AXR is. If you need to add a custom instrument, you can do so.

You may follow these steps to add a custom Instrument to NinjaTrader 8's Database:

• Go to the Control Center > Tools > Instruments window
• Click add at the bottom of this window to create a new instrument
• Every Instrument will need a 'Master Instrument' name, correct Instrument Type, an Exchange, and Symbol Mapping for the Data Provider you are using

If you are unsure of the Symbol Mapping for a specific instrument, you will want to reach out to that provider directly or see what symbol it uses on their website/software.

NinjaTrader 8 Help Guide — Adding and Editing Instruments

As far as your code, it's not necessary to preface the instrument names with Symbol. You can simply use the Instrument name, and it must be a string such as "NYSE".

https://ninjatrader.com/support/help...dataseries.htm