INDICATOR · NINJATRADER 8

NUMEX VWAP Pro

Daily, weekly or monthly VWAP with three standard-deviation bands and shaded zones, no Order Flow+ needed.

Type: Indicators
Platform: NinjaTrader 8
Deliverable: .cs file or compiled export

Logic

NUMEX VWAP Pro computes its own VWAP, with no dependency on Order Flow+. The VWAP resets every day, week or month, and you choose which day starts the week.

Around the VWAP, three pairs of bands mark one, two and three standard deviations, with adjustable multipliers. The space between bands is shaded zone by zone, fading towards the outside. With dynamic colour on, the VWAP line turns red when it sits above price and green when it sits below. Calculation runs on bar close.

Features

Daily, weekly or monthly reset
Three standard-deviation bands with adjustable multipliers
Shaded zones between bands, opacity per zone
Optional VWAP colour based on price position
Price source: typical, close or OHLC4

Parameters

Reset period (default daily)
Week start (default Sunday)
Price source (default typical price)
Band multipliers (default 1 / 2 / 3)
Show each band (default yes)
Dynamic VWAP colour (default yes)

Screenshots

Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.

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