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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.
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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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:
Hello,
in the stock world, vwap is an indicator widely used in particular with big professional money managers that use it to asses the performance of traders.
Is this indicator relevant in the stock index futures world? Is it used and watched by …
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."
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.