Anchored VWAP for NinjaTrader 8 Introduction

The great Brian Shannon of introduced me to the Anchored VWAP indicator through his videos. I experimented with TC2000 with the free trial but never bought it. The anchored VWAP was always painful to use on other platforms taking many steps.

TradingView has a good anchored VWAP indicator but it’s not my trading platform and it’s expensive, but they do not have a VWAP drawing tool. TC2000 is the only platform I’ve seen the drawing tool on, prior to developing one for NinjaTrader. Having used the indicator on TradingView for about a year, I was getting tired of having to manually key in the anchor date every time I wanted to see a VWAP. Also, when I changed the symbol on the chart, because it was an indicator, the VWAPs would stay on the chart. This made it impossible to track VWAPs on different symbols.

This year I switched to NinjaTrader and decided I was going to develop the VWAP drawing tool and indicator for NinjaTrader 8. I present you the Anchored VWAP package for NinjaTrader!

anchored vwap for ninjatrader 8 software box

The drawing tool allows for super quick and easy addition of VWAPs to your chart. The indicator can be used with NinjaTrader’s automated trading features. I tend to use the drawing tool for analysis because it’s quick and easy allowing me to add multiple VWAPs in seconds. Then when I want to put in an order, I’ll add the indicator to my chart and attach an order to it.

Anchored VWAP Drawing Tool

  • click on a bar to add a VWAP from that point
  • no limit to the number of VWAPs you can add to your chart
  • drag the anchor or line/path to move to a different bar


  • enter the date/time of the anchor
  • displays VWAP from that point to the current price
  • allows for attaching automated trading rules
  • great for when you want to automatically trade based on a VWAP

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