Swing VWAP Indicator for NinjaTrader 8

chart with swing vwap indicator plotted
Swing VWAP automatically plotting VWAPs from 2 most recent highs and lows.

New in Code-N-Trade Bundle 1.5.0.0, the Swing VWAP Indicator takes the work out of managing anchored VWAPs from recent swing highs and lows. Just add the indicator to your chart, set the strength and number of swing high/low VWAPs to plot and let it automatically plot and update VWAPs anchored to recent swing highs and lows.

swing vwap indicator settings dialog box

As new swing highs and lows unfold, the indicator will automatically add these new highs and lows. By tuning the strength setting, you can configure whether you want the indicator to snap to minor highs and lows or if it should prefer more major highs and lows.

By default, the indicator will plot Anchored VWAPs from the most recent swing highs and lows only. To plot additional highs/lows, adjust the “How Many” setting. If you want to plot VWAPs from the three most recent highs and lows (6 VWAPs total) set “How Many” to 3.

The indicator supports both time-based charts as well as tick charts.

Gone are the days of adding anchored VWAPs to swing highs and lows only to remove them later and re-add them to new highs and lows. Let Swing VWAP do the work for you.

As with all of our tools, you can get started today with a 14 day free trial. Click below to get started.

Published by CodeNTrade

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6 Comments

  1. Hi there,
    This is truly a unique implementation of Anchored VWAP and a big fan of the concept. I am eager to try out a trial for the product. My main interest would be to include in my existing strategies programmatically. Are the values of the swing VWAP exposed as plots? If not, could you do it in a future release? I would very much be interested in that case.

    Thanks and regards,
    Phani

    1. Hi Phani,

      Yes, the Swing VWAP values are exposed as plots and therefore can be used in automated strategies. The plots values are exposed as “SwingVWAPHigh1”, “SwingVWAPLow1”, “SwingVWAPHigh2”, “SwingVWAPLow2”, etc…

      The indicator was developed with programmatic usage in mind. For this reason, each Swing VWAP will continue to be plotted under the same name from the time it is added to the chart until it is removed from the chart (due to another VWAP being plotted).

      We look forward to hearing about your experience with the Swing VWAP indicator. If you run into any issues or need additional properties exposed, please don’t hesitate to contact us.

      1. Hi again,
        Thanks for the detailed response. I have downloaded and imported the Deluxe VWAP package and found Anchored VWAP & Swing VWAP indicators. I do my strategies in Bloodhound (Sharkindicators). I can’t seem to locate Swing VWAP from shark indicators. Even when I normally load the swing VWAP onto a chart, I cannot find any plots as such. Is there a different indicator that exposes the “SwingVWAPHigh1”, “SwingVWAPLow1”, “SwingVWAPHigh2”, “SwingVWAPLow2” values you’ve mentioned? I can’t seem to locate any additional indicators apart from Swing and Anchored VWAPs and both of em do not seem to expose any plots to bloodhound.

      2. I’m not familiar with bloodhound. Does it support dynamic plots? The plots in Swing VWAP are dynamic because the user can configure how many swings to plot VWAPs from.

      3. It doesn’t seem to. As I look for the list of indicators from the bloodhound sub-menu, Swing VWAP doesn’t show up, which could be inferred as the indicator not having any supported plots that bloodhound can take advantage of.

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