trendisyourfriend 

I have been using this one for years: https://ranchodinero.com/product/range-vwap-drawing-tool/ I know there are other vendors outthere who have made a similar tool. There is also this one which i think is more advanced: https://www.edevaay.com/tool-box/drawcator-vwap/

Thanks for your respond . I did try above but non of them are good in picking a swing point and non of them compatible with Bloodhound which I use for automation .

Here last NQ session Swing VWAP (yellow line ) points that would be valid to take a trade ( blue circle ). I use it for scalping with average time in the market less then 2 minutes .

options 

Here last NQ session Swing VWAP (yellow line ) points that would be valid to take a trade ( blue circle ). I use it for scalping with average time in the market less then 2 minutes .

That could be the case. And any of the points I mentioned could also be swing points.

options 

Thanks for your respond . I did try above but non of them are good in picking a swing point and non of them compatible with Bloodhound which I use for automation .

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

trendisyourfriend 

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

I Took a trial of this wile ago and it the same as I have and does not work with blood hound , but vendor was nice to extend my trials . So Im goin to stick to my MIDAS tool for now .

trendisyourfriend 

I have programmed one VWAP which you can use and set the offset for splitting the day VWAP. You could use it to anchor the VWAP at a specific offset but you would need to open the property dialog for this. Ex. here a second VWAP start at 9:30. You can also see the previous VWAP closing price from the last day projected into the current day session as fixed horizontal lines.   Code /// <summary> /// indicator name : tiyfVWAP /// Folder path : .../Indicators/TrendIsYourFriend /// --- /// This indicator displays the current session VWAP along with a few standard deviations. /// It also offers the possibility to split the current session after a specified amount of time /// has elapsed since the start. Finally, it displays the prior session VWAP and 1st standard deviation. /// --- /// compiled with Ninjatrader version 8.0.28.0 64-bit /// author : trendisyourfriend (https://nexusfi.com/) /// trendisyourfriend's discussion thread : none /// --- /// 2023.06.17 (YYYY.MM.DD) Version 1 /// </summary> This indicator has not been published anywhere as i use it for my own needs for developing automated strategies. Fat Tails have been generous enough to share his magic formula to calculate the VWAP. I have just rearranged it to encapsulate his formula into an easy to use class object.

Thank you. I've been looking for this for a couple of years. The PDVWAP is so overlooked. I'm finally able to make room in my workspace and eliminate one chart where I manually had to draw the PDVWAP line daily.

options 

I Took a trial of this wile ago and it the same as I have and does not work with blood hound , but vendor was nice to extend my trials . So Im goin to stick to my MIDAS tool for now .

I've been looking for a replacement to Code-N-Trade for the same reason. I found this the other day: https://scalperintel.com/products/auto-anchored-vwap

It includes swing anchors (although you have to run two indicators - one for high and one for low - and so far seems to be read well in BH, but the swing points are rather strange - instead of resetting after the threshold, it follows price when it's creating new highs/lows but then seems to bounce when price is on the other side (chart is 3M and both indicators set to 100 period):



I'm struggling to get my head around the bounces and I can't find anything in their documentation about this so I might reach out to them. They have a 7 day refund policy. If I find anything useful I'll post here.

M