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

[rapals]

add my vote for AVWAP

[NinjaTrader_ChelseaB]

Hello rapals,

Thank you for your vote.

I've added your vote to SFT-4766.

[Madtrade]

wow 3 years since first request... uff Add my request to it please.

[tkaboris]

HI i am using vwap indicator by RISKYBUSINEZZ . It plots ok however when i use it in strategy, this vwap value drops... Why is it so? you can see it in cyan line

vWapInd = VWAP8();
                vwapValue = new Series<double>(this);
                AddChartIndicator(vWapInd);
                vwapValue = vWapInd.PlotVWAP;​[B][/B]

[GauthamK]

HI i am using vwap indicator by RISKYBUSINEZZ . It plots ok however when i use it in strategy, this vwap value drops... Why is it so? you can see it in cyan line

vWapInd = VWAP8();
vwapValue = new Series<double>(this);
AddChartIndicator(vWapInd);
vwapValue = vWapInd.PlotVWAP;​[B][/B]

I am having the exact issue where if I use it in a strategy it is giving me inaccurate vwap value. I am using a different version of avwap code. It gives correct value when it’s plugged in on chart.

[GauthamK]

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.

[IanS00]

Has this still not been delivered? Please add my vote for Anchored VWAP.

[NinjaTrader_ChelseaB]

Hello IanS00,

I have added your vote to SFT-4766.

Please note, 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

[pachmail]

Please add my vote to SFT-4766

[NinjaTrader_ChelseaB]

Hello pachmail,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4766. Thank you for your voice on this.

[revplant]

I'm interested in the VWAP improvements (anchored, custom session, prior session highlight, Labels). VWAP with Volume profile. The indicators are free from other platforms.
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[NinjaTrader_ChelseaB]

Hello revplant,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4766 as well. Thank you for your feedback.

[Maoz1155]

add my vote too

[Tradwell385]

Please add my vote for an anchored VWAP also

[NinjaTrader_ChelseaB]

Hello Maoz1155 and Tradwell385,

I've added in your votes for SFT-4766.

Thanks for your voices on this.