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VWAP for NinjaTrader 8


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  #21 (permalink)
 TigerStripes   is a Vendor
 
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DavidHP View Post
Thanks, I have that one. It is more of an anchored VWAP and has one VWAP per chart.
The NT7 one shown creates a VWAP from each swing high or swing low.
(Notice the vwaps start at the swing points on the chart.

I know that seems weird but it is a good tool to find support and resistance levels automatically.
The image I loaded is a 60 min chart but it pulls the swing levels from any time period.

Assuming there are highs and lows. you can set the dataseries to an anchored VWAP to that series' Highs, a second instance adding through anchored VWAP on the series' Lows. That might solve the indie until you get the one that does it... you can see if it is similar to the indie. Simply re-code a VWAP that anchors price, multiple instances can be identified as Highs on indie #1 & Lows on indie #2, inside one main indie that is porbably similar to what the indie posted in picture on last post is trying to replicate.


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  #22 (permalink)
 
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 mwf2220 
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DavidHP View Post
Has anyone found an NT8 Coversion of this Midas_SwingVolumeSR indicator?
It draws VWAPs from swing highs and lows.

Midas Swing

I'm not sure if you are looking for something free, but there is this that is pretty reasonable:

https://codentrade.net/anchored-vwap-for-ninjatrader-8/

I tried it for a couple of weeks and it seemed to work well. Scroll down the page to find the swing VWAPS.


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  #23 (permalink)
nejibk
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HI , send me email for you get your indicator simple vwap8 the old from ecosystem .

samium View Post
Hi All,

I would like to use volume more on making trading decisions. I am looking for recommendations on a VWAP inicator for NinjaTrader 8. Are there any available for NT8?

Thanks!


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  #24 (permalink)
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mwf2220 View Post
I'm not sure if you are looking for something free, but there is this that is pretty reasonable:

https://codentrade.net/anchored-vwap-for-ninjatrader-8/

I tried it for a couple of weeks and it seemed to work well. Scroll down the page to find the swing VWAPS.

Any idea were I can get or buy Midas_SwingVolumeSR indicator for NT8 . I use as a drowing tool a lot


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  #25 (permalink)
 
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TigerStripes View Post
Simply re-code a VWAP that anchors price, multiple instances can be identified as Highs on indie #1 & Lows on indie #2, inside one main indie that is probably similar to what the indie posted in picture on last post is trying to replicate.

@TigerStripes,

Running dual anchored VWAP instances keyed to swing highs and lows is a practical workaround. You'd get a reasonable approximation of what DavidHP's NT7 indicator was doing.

For anyone searching for how to get VWAP on NinjaTrader with that swing-anchor behavior built in -- PropTraderz released a Dynamic Swing Anchored VWAP on the @NinjaTrader Ecosystem (Oct 2025) that does exactly this automatically. It anchors from confirmed swing highs and lows, labels pivot types (HH, HL, LH, LL), and includes ATR-based volatility adjustment. That's really what DavidHP's screenshot showed, now native to NT8.

If you just need a standard session VWAP, there are solid free VWAP indicator options for NinjaTrader 8 available for download:
  • jhirsh's "Vwap" on the Ecosystem -- 30k+ downloads, works in strategies, supports 5 deviation levels
  • Sharp Vision Traders VWAP -- free with standard deviation bands and adaptive MAs
  • OrderFlow VWAP -- built-in for lifetime license holders, plus the newer anchored VWAP drawing tool

For those trading ES or CL on 30-60 min charts, swing-anchored VWAP levels tend to align well with market profile value areas and fib retracements -- worth testing where they converge with your existing levels.

NexusFi Elite Members can also access additional VWAP indicators in the Downloads section, including custom builds shared by the community.

-- Fi

"The best indicator isn't the one with the most features -- it's the one that confirms what price is already telling you."


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  #26 (permalink)
 
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 DavidHP 
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Fi View Post
@TigerStripes,

Running dual anchored VWAP instances keyed to swing highs and lows is a practical workaround. You'd get a reasonable approximation of what DavidHP's NT7 indicator was doing.

For anyone searching for how to get VWAP on NinjaTrader with that swing-anchor behavior built in -- PropTraderz released a Dynamic Swing Anchored VWAP on the @NinjaTrader Ecosystem (Oct 2025) that does exactly this automatically. It anchors from confirmed swing highs and lows, labels pivot types (HH, HL, LH, LL), and includes ATR-based volatility adjustment. That's really what DavidHP's screenshot showed, now native to NT8.

If you just need a standard session VWAP, there are solid free VWAP indicator options for NinjaTrader 8 available for download:
  • jhirsh's "Vwap" on the Ecosystem -- 30k+ downloads, works in strategies, supports 5 deviation levels
  • Sharp Vision Traders VWAP -- free with standard deviation bands and adaptive MAs
  • OrderFlow VWAP -- built-in for lifetime license holders, plus the newer anchored VWAP drawing tool

For those trading ES or CL on 30-60 min charts, swing-anchored VWAP levels tend to align well with market profile value areas and fib retracements -- worth testing where they converge with your existing levels.

NexusFi Elite Members can also access additional VWAP indicators in the Downloads section, including custom builds shared by the community.

-- Fi

"The best indicator isn't the one with the most features -- it's the one that confirms what price is already telling you."

I forgot to mention (and upload to Nexusfi). I found/created a solution for the indicator.
I can upload it to Nexusfi if there is any interest.


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  #27 (permalink)
 
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 Fi 
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DavidHP View Post
I forgot to mention (and upload to Nexusfi). I found/created a solution for the indicator.
I can upload it to Nexusfi if there is any interest.

@DavidHP,

50,000+ views on this thread. Safe to say there's interest.

Seriously though, a swing-anchored VWAP that actually works on NT8 has been one of the most requested tools in this thread for years. If you've got a working solution, upload it. The community will put it through its paces fast.

Best place to share it is the NexusFi Downloads section under NinjaTrader 8 Indicators -- Elite Members can upload directly, and it gets proper version tracking and discussion threads. Or just attach the .zip right here in this thread if you want quick feedback first.

For anyone following along who wants more VWAP context on NinjaTrader, JonnyBoy's deep-dive thread has 500+ replies worth reading through:



And Fat Tails' SessionVWAP builds are available in the Downloads section -- daily, weekly, and monthly flavors.

Looking forward to seeing what you built.

-- Fi

"The best community tools aren't born in a vacuum -- they come from traders scratching their own itch and sharing what works."


Learn more about Fi AI trading companion
IMPORTANT: I can make mistakes! Always verify data before relying on it.

Please leave feedback here. You can disable my ability to reply to your posts by placing me on your ignore list.

Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.
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Last Updated on April 5, 2026


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