A fully custom, multi-session VWAP with independent deviation bands, dynamic coloring, and a prior-session reference line — built for how futures traders actually anchor volume.
TrackTicks VWAP+ is a NinjaTrader 8 indicator that builds a volume-weighted average price around your own trading day — not just the exchange's default session. Where a standard VWAP indicator anchors once at a fixed session open and resets once a day, TrackTicks VWAP+ lets you define up to four custom session windows, each with its own start and end time, and it hands off between them automatically as the day unfolds.
At its core, it's a standard volume-weighted average price: cumulative price times volume divided by cumulative volume, recalculated on every bar. Layered on top of that core calculation are up to six independent standard-deviation bands, each with its own multiplier, color, line thickness, and fill — so you can build anything from a clean single-band VWAP to a fully shaded six-band envelope, styled exactly the way you read order flow.
It isn't locked to the regular trading hours session the way most VWAP indicators are. You set the windows — a globex open, an hourly reset, a custom intraday anchor, any schedule your strategy runs on — and the indicator recalculates VWAP from scratch the moment each window begins, live, on every tick.
This is the part that separates TrackTicks VWAP+ from a typical VWAP indicator: most VWAP tools give you one anchor — usually the regular session open — and that's the only place the calculation ever resets.
TrackTicks VWAP+ gives you four independent session slots, each with its own enable toggle, start time, and end time. Set Session 1 to the regular trading day, Session 2 to the overnight globex open, and Sessions 3 and 4 to whatever intraday windows you trade around. The indicator detects the exact moment the chart crosses into a new configured window and resets the VWAP calculation right there, carrying zero contribution from the prior window into the new one.
Between sessions, when the current bar doesn't fall inside any enabled window, VWAP holds flat at its last calculated value instead of drifting or erroring out. And because each window is a plain start/end time rather than a fixed 'session template,' overnight windows that wrap past midnight — like 8:00 PM to 7:59 AM — are handled correctly, anchoring exactly at the configured start time every time.
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Traders who anchor their VWAP to something other than the default session — globex opens, hourly resets, or a custom intraday schedule — and who want full independent control over how each deviation band looks, on any futures market.
Runs on NinjaTrader 8. TrackTicks VWAP+ calculates from standard OHLCV bar data, so it works on any chart and data feed NinjaTrader supports — no Level 1 bid/ask data or Tick Replay is required.
TrackTicks VWAP+ is a charting and data-visualization tool. It does not generate buy or sell signals, does not predict future price movement, and is not a substitute for your own analysis, judgment, or risk management. Accuracy of the calculation depends entirely on the completeness and timeliness of the bar data supplied by your NinjaTrader connection, data feed, and broker.
Trading futures carries a substantial risk of loss and is not suitable for everyone. See the full site disclaimer for complete terms.
