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VWAP2

For any bugs, or feature requests, please follow up in this thread.

Core VWAP

Daily VWAP with reset modes: Daily Session (midnight) or Custom Time
Custom daily start time � set any time for daily reset
Up to 3 standard deviation levels (SD1, SD2, SD3)
Weekly VWAP � resets Monday at midnight

Manual Anchored VWAP

Press 'A' to anchor a continuous VWAP from a selected bar
Press 'E' to create a fixed-range VWAP (start and end bars)
Press 'X' to clear the last anchored VWAP

MIDAS Channels

MIDAS curves from ZigZag swing points

Dynamic Swing AVWAP

Volume-weighted VWAP anchored at swing pivots
ATR-based adaptation for volatility
Automatic swing detection with HL/LL/HH/LH labels
Configurable period, base APT, and volatility bias

Updates

Version 1.6 - 14.04.2026

Renamed Adaptive Swing VWAP to Dynamic Swing AVWAP
Code optimizations now cover Dynamic Swing AVWAP, speed and ability to use solid line and calculate on price change/every tick
Very fast now with all features enabled

Version 1.7 - 19.06.2026

Added weekly VWAP mode with standard deviations
Rendering optimizations
Added option to hide mid/support MIDAS lines

Version 1.8 - 27.06.2026

AVWAP is now synced across all charts that have the indicator instantly regardless of timeframe and without the need to reload.

Category NinjaTrader 8 Indicators and More

Details: VWAP2
Category: NinjaTrader 8 Indicators and More

November 15th, 2025
Size: 30.92 KB
Downloaded: 424 times

Comments/ratings

Belly November 18th, 2025 02:01 PM

Thank you very much !!

yngtrader January 22nd, 2026 07:33 PM

Samitro,
Very nice with the VWAP2 indicator. I find myself using the Adaptive Swing VWAP as I use very short term time frames and applying Anchored VWAPs to the swing.
Is there any way to turn off the session VWAP? When the price move is very far away from the session VWAP, the bars become very difficult to see as the system prints both on the chart which can result in a 30+ point spread.
Lastly, any chance to enable Std Deviations to the Adaptive Swing VWAP and or the Manual Anchored VWAP.
Thank you again

marketprofiletrader March 9th, 2026 12:31 AM

Awesome Version Of VWAP! Thank you for sharing!!

SheriDi March 9th, 2026 02:12 PM

Great Stuff!
Thank you for sharing.

xxXXDavidXXxx March 15th, 2026 01:23 AM

No Comment

tonybm April 13th, 2026 05:26 PM

No Comment

Zondor June 26th, 2026 01:16 PM

No Comment