I have noticed that after last updates a very important indicator is still missing from NinjaTrader : VWAP (Volume Weighted Average price) . Do you plan to introduce it soon ?
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NinjaTrader
A very important indicator is missing
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Hello slightly,
Thank you for your post.
Three are not plans to add this to NinjaTrader currently, though there is a custom version available on our forum, linked below.
http://ninjatrader.com/support/forum...d=7&linkid=746
Custom add ons can be imported in NinjaTrader 8 via Tools > Import > NinjaScript Addon...
Critical - Specifically for some indicators, it will prompt that you are running newer versions of@SMA, @EMA, etc. and ask if you want to replace, press 'No'
See the below section of our help guide for more on using third-party add-ons.
http://ninjatrader.com/support/helpG...ty_add-ons.htm
Let us know if we may assist further.Eric B.NinjaTrader Customer Service
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Originally posted by imalil View PostHarry, what do you feel is the best SD period for the VWAP for use on day trading tick charts?
Thanks.
VWAP and standard deviation do not use any bar period, hence the funny answer of Ricam.
The only settings that you can adjust are the multipliers for the standard deviation bands. I would let them set to 1, 2 and 3.
Only in case that you use mean absolute deviation bands instead of standard deviation bands, you should adjust the settings to 1.25, 2.50 and 3.75.
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Thank you for the education. I am modifying a VWAP indicator I found on the forum by putting st dev bands on it by copying the bollinger bands ind. It requires a period to be included, otherwise I get an 'instance of an object' error. Small periods produce too many false moves, so I'm testing larger numbers.
I don't want to do it this way, but this is the only VWAP I could find on the forum and I know of no other way to do it.
Thanks.
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Originally posted by imalil View PostThank you for the education. I am modifying a VWAP indicator I found on the forum by putting st dev bands on it by copying the bollinger bands ind. It requires a period to be included, otherwise I get an 'instance of an object' error. Small periods produce too many false moves, so I'm testing larger numbers.
I don't want to do it this way, but this is the only VWAP I could find on the forum and I know of no other way to do it.
Thanks.
Unlike averages or oscillators which are calculated over a moving window, our Session Tools periodically reset at anchor points. Typical anchor points...
It is an indicator library, which can be accessed for a one-time fee. Will also post the VWAPs at www.futures.io.
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Originally posted by Harry View PostYou cannot add Bollinger Bands to the VWAP. I have now published daily, weekly, monthly and quarterly VWAPs andTWAPs with SD bands here
Unlike averages or oscillators which are calculated over a moving window, our Session Tools periodically reset at anchor points. Typical anchor points...
It is an indicator library, which can be accessed for a one-time fee. Will also post the VWAPs at www.futures.io.
The link above futures.io just takes me to a home page
Thanks
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Originally posted by sonia0101 View PostHi Harry would you post a link to the site you mentioned you are posting them to?
The link above futures.io just takes me to a home page
Thanks
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