I was told that NT8's Vwap is not the same as TOS's Vwap.

I wanted to first ask if this is true and if its possible to port TOS's Vwap over to NT8? Many thanks in advance!

This is TOS's standard Vwap:

#
# TD Ameritrade IP Company, Inc. (c) 2011-2020
#

input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};

def cap = getAggregationPeriod();
def errorInAggregation =
timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = getYyyyMmDd();
def periodIndx;
switch (timeFrame) {
case DAY:
periodIndx = yyyyMmDd;
case WEEK:
periodIndx = Floor((daysFromDate(first(yyyyMmDd)) + getDayOfWeek(first(yyyyMmDd))) / 7);
case MONTH:
periodIndx = roundDown(yyyyMmDd / 100, 0);
}
def isPeriodRolled = compoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
volumeSum = volume;
volumeVwapSum = volume * vwap;
volumeVwap2Sum = volume * Sqr(vwap);
} else {
volumeSum = compoundValue(1, volumeSum[1] + volume, volume);
volumeVwapSum = compoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
volumeVwap2Sum = compoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

plot VWAP = price;
plot UpperBand = price + numDevUp * deviation;
plot LowerBand = price + numDevDn * deviation;

VWAP.setDefaultColor(getColor(0));
UpperBand.setDefaultColor(getColor(2));
LowerBand.setDefaultColor(getColor(4));

A VWAP is just a VWAP or volume-weighted average price of all transactions for a specific security over a time interval. It typically has an anchor point where the calculation starts. Most of the time you would select the start of the trading session as anchor point, and your chart will then show the VWAP of the current day.

Once you select identical anchor points for NinjaTrader and TOS VWAPs, you should get identical results.
You may further add standard deviation bands to the VWAP.

NinjaTrader 8 VWAPs with standard deviation bands are availble here:

https://nexusfi.com/local_links.php?linkid=1897
https://nexusfi.com/local_links.php?linkid=1898
https://nexusfi.com/local_links.php?linkid=1900
https://nexusfi.com/local_links.php?linkid=1901