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
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