VWAP improvements (anchored, custom session, prior session highlight, Labels)

[cshox]

Me also, would like to see anchored VWAP.

[NinjaTrader_ChelseaB]

Hello cshox,

I've added your vote to SFT-4766.

Thank you for your vote.

[mftrading2220]

Hello, please add my vote.

[NinjaTrader_ChelseaB]

Hello mftrading2220,

Thank you for your vote.

I've added this to SFT-4766.

[danalec]

I had third party for it but the new 8.1.2.0 broke everything so please add my vote to make it vanilla, thank you

[NinjaTrader_ChelseaB]

Hello danalec,

There are only a few changes that would break a script for 8.1.2.0. We can help the vendor get it straightened out.
Please have the vendor write in to scriptingsupport [at] ninjatrader.com for assistance.

I've added your vote to SFT-4766.

[Fluid]

Add vote for Anchored VWAP- Perferrably a dynamic drawing tool where I can click the candle where I want it anchored from.

Also add my vote for an UNDO button. That has to be the most basic open code available out there.

[NinjaTrader_ChelseaB]

Hello Fluid,

I have submitted your votes for SFT-4766 and SFT-123.

Thank you for your vote.

[treizeaf]

Please add a vote for Anchored VWAP for me.

[NinjaTrader_ChelseaB]

Hello treizeaf,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4766 as well.

Thanks for your feedback.

[johng2]

The anchored VWAP on this site works very well for me, it's a drawing tool when installed. Just eliminate all the extraneous bands after installing.

https://pjsmith.me.uk/index.php/2023/05/pjsavwap-anchored-vwap-for-ninjatrader-8/

[Malletto]

Hello guidoisot,

Thanks for your feedback. I have added your vote to SFT-4766.

Any update on this? It’s been 4 years.

[NinjaTrader_ChelseaB]

Hello Malletto,

Feature request SFT-4766 has not been implemented at this time.

we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[IanS00]

we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing,

FYI I have given up with requests, because not one has ever materialized. So if NT devs believe that user-interest equates to the number of people who've spent time posting in the forum, they're not getting a clear picture.

[ChrisR]

I was successfully able to create a AVWAP script that can also be used inside a strategy or like a standalone indicator. Please feel to free to use it or change accordingly. This is only a better version (mix and match) of the codes previously shared by so many here. This is accurate within a tick when compared to the native AVWAP tool from trading view.

1) I dont need the VWAP bands, so i removed them in the code.
2) It needs to be called programmatically in the following way.

.....
DateTime AnchorFrom;
private NT8AVWAP VWAPx1;
....
....


else if (State == State.DataLoaded) {

VWAPx1 = AVWAP1(BarsArray[0], AnchorFrom);
AddChartIndicator(VWAPx1);


}​

Hope its useful to y'all.

GauthamK, do you still have the original version of this with the deviations added? I like how this anchored vwap redraws each new iteration, just want to have the bands as well.