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Here you have a VWAP finder indicator that uses ama VWAP indicator to display last 5 days vwaps.
As parameter, you have to set the start time and end time to measure the vwap (this could be improved by getting past vwaps from end of session bar).
Can you help answer these questions from other members on NexusFi?
That VWAPFinder is unable to function all machines, it is calling a 3rd party indie required to plot to main indicator's plot functions. Unless you have the indie "NinjaTrader.NinjaScript.Indicators.LizardIndicators.amaCurrentDayVWAP" it will be unable to properly compile.
Yes, you need the amavwap indicator. I explicitly mentioned it in my previous post. Since amaVWAP indicator is only for Elite members, I did not upload it.
I am an Elite member, but am not finding the amaVWAP here when searching. What I'm looking for is a VWAP that I can "see" and use in custom indicators and strategies. The NT8Order Flow VWAP is viewable in Alerts, but I can't seem to reference it in custom indicators or strategies.
Essentially, I'm looking for a way to trigger an alert or order at a specified standard deviation, and set my target and stop based on VWAP or other standard deviations. Is there an easier way to do this?
I have created a version of VWAP for my own needs in C Sharp for Ninjatrader but the bulk of the code is in a class object and is very easy to work with.
This is the bulk of my code to draw a VWAP for the current session with standdard deviation lines …
Once imported, you'll find the VWAP indicator named "tiyfVWAP" in the folder "TrendIsYourFriend"