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VWAP for stock index futures trading?


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VWAP for stock index futures trading?

  #161 (permalink)
 rstrau 
Simi Valley, California/U.S.
 
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Thanks, JonnyBoy. For some reason, when i right click the chart and try to load the template, there is no template there.

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  #162 (permalink)
 
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 JonnyBoy 
Montreal, Quebec
 
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JonnyBoy View Post
I have been getting a ton of PM requests about this so I thought I would try to cover all bases in this post.

The XML file I attached in a previous post was an NT8 Chart Template. It isn't the VWAP indicator! However, if you are a NinjaTrader Lifetime License holder you will be able to replicate my chart exactly by loading this chart template. How does this load the actual indicator? When the chart template is loaded, it will automatically call for the Order Flow VWAP indicator, but again only if you are a NinjaTrader Lifetime License holder.

You can follow this link https://ninjatrader.com/support/helpGuides/nt8/?order_flow_plus.htm for more details.

Step 1 - download and save the XML file to the following directory. This should be the default directory where you installed NinjaTrader.

\Documents\NinjaTrader 8\templates\Chart

Step 2 - right click on your chart and select Templates > Load and select "@JonnyBoy VWAP Chart Template V2 987 Tick" from the list.

If for some reason it doesn't load and you are a NinjaTrader Lifetime License holder (perhaps you can't transfer templates with an "@" in front of them for some reason), I will gladly post the settings here. Just let me know...

For those NT users who can't get the NinjaTrader template I uploaded working, here is a PDF of the settings for the 8 instances of Order Flow VWAP you need to add to your chart.

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- Trade what you see. Invest in what you believe -
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VWAP for stock index futures trading?-jonnyboy-ninjatrader-order-flow-vwap-indicator-chart-setup.pdf  
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  #163 (permalink)
 rstrau 
Simi Valley, California/U.S.
 
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Thanks, JonnyBoy. I saved the file as without the @ and it loaded. Thanks for your help.

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  #164 (permalink)
 Yan Vas 
Anapa, Russia
 
Experience: Beginner
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Hello Jonny Boy, tell us, what determines the choice of chart Tick 987?

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  #165 (permalink)
 
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 Big Mike 
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I'm curious about this, can @NinjaTrader confirm that the @ symbol is supported, or is this a bug? Anyone else have the same problem?

rstrau View Post
Thanks, JonnyBoy. I saved the file as without the @ and it loaded. Thanks for your help.

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  #166 (permalink)
 
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 lynmark1 
SoFla
 
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I am using NT8 vs 8.0.20.0 64-bit and was able to install the xml file by saving using the @ in the save as description and the template loaded no problems

Big Mike View Post
I'm curious about this, can @NinjaTrader confirm that the @ symbol is supported, or is this a bug? Anyone else have the same problem?


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  #167 (permalink)
 
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 Maizietrader 
New York, NY/USA
 
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@JonnyBoy, I am always around reading and learning here –thank you @Big Mike. VWAP is big part of my trading and I was trying to articulate it more (e.g dividing the day and targets into VWAP units) and you have just took it to a different level and opened my eye to a truly amazing way of looking at all that. Thank you for sharing your hard earned knowledge.

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  #168 (permalink)
 
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 JonnyBoy 
Montreal, Quebec
 
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Yan Vas View Post
Hello Jonny Boy, tell us, what determines the choice of chart Tick 987?

I actually have a custom data series but it is not a tick chart. However, the internals of my data series do use tick data to build it.

I saved the template from a box standard 987 tick chart so I could be sure that users who didn't have my custom data series could import it. I.E. NinjaTrader didn't go searching for a data series they didn't have. I got of lot of people saying they were having issues importing the first one I uploaded.

Why 987? No reason. I don't believe in Fibonacci (self fulfilling prophecy) but with my custom data series and lots of experimentation, my data series being built from 987 tick data worked best for me, but that doesn't mean it will work best for you. Experiment and find out what fits your trading style / personality.

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- Trade what you see. Invest in what you believe -
--------------------------------------------------------
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  #169 (permalink)
 Yan Vas 
Anapa, Russia
 
Experience: Beginner
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Thank you Jonny Boy! Either I don't see the differrence, or we have different VWAP.


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  #170 (permalink)
 
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Big Mike View Post
I'm curious about this, can @NinjaTrader confirm that the @ symbol is supported, or is this a bug? Anyone else have the same problem?


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It should be supported, just double checked and it works as expected.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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Last Updated on June 27, 2022


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