Session-Anchored VWAP for NinjaTrader 8
Professional volume-weighted average price analysis with customizable session anchoring. See where institutional traders gauge fair value, identify dynamic support/resistance zones, and time your entries with standard deviation bands.
See It in Action
Watch how the Session-Anchored VWAP indicator reveals institutional price levels on your NinjaTrader charts.
Institutional-Grade Price Analysis
VWAP reveals where institutions see fair value. Our session-anchored implementation gives you complete control over your analysis.
Volume-Weighted Precision
Calculate true market averages weighted by volume. Unlike simple moving averages, VWAP reveals where institutional traders actually transacted—giving you insight into real money flow.
Custom Session Anchoring
Start VWAP at any time—18:00 for overnight sessions, 09:30 for RTH, or any custom time. Analyze exactly the price action you care about without interference from prior sessions.
Standard Deviation Bands
Dynamic 1σ and 2σ bands create objective support/resistance zones. Bands expand during volatility and contract during consolidation, adapting to current market conditions.
Stable Band Calculation
Advanced stabilization prevents erratic band behavior at session start. Get reliable levels from the first bar of the session—no more waiting for bands to settle.
3 Ways to Trade with VWAP
Professional approaches to using volume-weighted average price for entries, exits, and trend identification.
VWAP Pullback Entries
When price trends strongly above or below VWAP, pullbacks to the VWAP line often provide high-probability entries in the trend direction. Wait for price rejection at VWAP with a clear reversal candle before entering.
- Target: Nearest standard deviation band in trend direction
- Stop: Just beyond the VWAP rejection point
- Best during strong trending sessions
Deviation Band Reversals
When price reaches outer standard deviation bands (2σ), it signals potentially overextended moves ready for mean reversion. Enter counter-trend positions when price shows rejection at these extremes.
- Target: VWAP line or opposite band
- Best after extended one-directional moves
- Perfect for scalping quick mean reversions
VWAP Crossover Trades
Identify potential trend changes when price breaks and closes beyond VWAP with increasing volume. Enter in the breakout direction after confirmation, using VWAP as your stop reference.
- Wait for 3-5 minute close beyond VWAP
- Target: Nearest standard deviation band
- Most reliable in first 60-90 minutes of session
VWAP in Action
See how the Session-Anchored VWAP indicator provides institutional-grade price analysis across different market conditions.
Indicator Settings
Customize the indicator to match your trading preferences.
| Setting | Default | Description |
|---|---|---|
| Session Start Time (ET) | 18:00 | When VWAP calculation begins each day (e.g., 18:00 for overnight, 09:30 for RTH) |
| Session End Time (ET) | 16:00 | When VWAP calculation stops (indicator holds final values after this time) |
| Use Standard Deviation Bands | True | Display standard deviation bands around VWAP line |
| Standard Deviation 1 Multiplier | 1.0 | Multiplier for the inner standard deviation band |
| Standard Deviation 2 Multiplier | 2.0 | Multiplier for the outer standard deviation band |
| VWAP Line Color | DodgerBlue | Color of the main VWAP line |
| Upper Band 1 Color | SteelBlue | Color of the first upper standard deviation band |
| Lower Band 1 Color | SteelBlue | Color of the first lower standard deviation band |
| Upper Band 2 Color | SkyBlue | Color of the second upper standard deviation band |
| Lower Band 2 Color | SkyBlue | Color of the second lower standard deviation band |
| VWAP Line Style | Solid | Line style for the main VWAP line |
| VWAP Line Width | 3 | Width of the main VWAP line in pixels |
| Band 1 Line Style | Dash | Line style for the inner standard deviation bands |
| Band 2 Line Style | Dot | Line style for the outer standard deviation bands |
| Band Line Width | 2 | Width of the standard deviation band lines |
When VWAP calculation begins each day (e.g., 18:00 for overnight, 09:30 for RTH)
When VWAP calculation stops (indicator holds final values after this time)
Display standard deviation bands around VWAP line
Multiplier for the inner standard deviation band
Multiplier for the outer standard deviation band
Color of the main VWAP line
Color of the first upper standard deviation band
Color of the first lower standard deviation band
Color of the second upper standard deviation band
Color of the second lower standard deviation band
Line style for the main VWAP line
Width of the main VWAP line in pixels
Line style for the inner standard deviation bands
Line style for the outer standard deviation bands
Width of the standard deviation band lines
What Users Say
Trusted by futures traders worldwide
That session anchoring feature is perfect. I can start VWAP at 6pm for overnight stuff or 9:30 for regular hours only. Haven't seen another VWAP that lets you do this.
The standard deviation bands are solid. Other VWAP indicators I tried would go nuts at session open. These are stable from the first bar.
VWAP pullbacks are my main play now. When price trends and comes back to VWAP, you know institutions are watching. Those setups hit way more often than not.
I scalp the 2σ bands for mean reversion. When price gets to those outer bands after a big move, the snap back to VWAP is usually fast and clean.
Finally a VWAP that doesn't screw up my chart scaling. Having auto-scale off by default is such a small thing but makes my charts way easier to read.
The blue color looks clean with my setup. Professional vibe. You can customize everything if you want but the defaults are great.
NinjaTrader Indicator Pricing & Packages
Choose the option that works best for your trading needs. All purchases include free lifetime updates and personal support from a fellow trader.
Single Indicator
Focus on one powerful tool that gives you a precise edge in identifying trading setups.
$49 /one-time
- 1 Indicator
- Lifetime updates
- Email support
Traders Complete Bundle
Complete suite of professional trading tools for serious futures traders. Get all current indicators plus every new indicator released in the future.
$299 /one-time $980
- 5 Core Indicators
- Initial Balance (IB), Intraday Key Levels, Inverse Fair Value Gap (iFVG), Opening Range Breakout (ORB), Overnight Sessions
- All Advanced Indicators
- Delta Profile, Dynamic Standard Deviations, Profit Forecast, Relative Volume (RVOL), Session-Anchored-VWAP
- All future indicators
- Lifetime updates
- Priority email support
Traders Starter Bundle
$149 /one-time $245
- 5 Core indicators
- Initial Balance (IB), Intraday Key Levels, Inverse Fair Value Gap (iFVG), Opening Range Breakout (ORB), Overnight Sessions
- Lifetime updates
- Priority email support
Common Questions
- Yes, this is one of the indicator's key features. Set any session start time—18:00 ET for overnight sessions, 09:30 ET for regular trading hours only, or any custom time. The indicator intelligently handles sessions that span midnight, so all activity between your start and end times is included in the calculation.
- Unlike simple moving averages that weight all prices equally, VWAP weights prices by volume. This means prices with more trading activity have greater influence on the calculation. Institutional traders use VWAP as an execution benchmark, making it more relevant for identifying where big money sees fair value.
- Our bands use advanced stabilization algorithms that prevent erratic behavior at session start. Most basic VWAP indicators show wildly fluctuating bands in the first few bars—ours remain consistent. The bands also display the same values regardless of your chart timeframe, ensuring consistent analysis across 1-minute, 5-minute, or any resolution.
- Professionals use VWAP in several ways: as an execution benchmark (buying below VWAP is good value), for mean-reversion trades when price deviates too far from VWAP, as a trend confirmation tool (price consistently above/below VWAP indicates direction), and for risk management based on distance from VWAP.
- No. Auto-scaling is disabled by default, so the indicator won't affect your chart's vertical scale. You maintain a clear view of price action regardless of how wide the standard deviation bands become.
- Yes, both band multipliers are fully customizable. The defaults are 1.0σ and 2.0σ, but you can adjust these to any values that suit your trading style. Some traders prefer 1.5σ and 2.5σ for wider zones.
- Yes, the indicator works on any market with volume data. It's particularly effective on liquid futures like ES, NQ, YM, RTY, CL, and GC where institutional volume provides meaningful VWAP levels.
- After purchase, you'll receive download instructions and a license key. Import the indicator into NinjaTrader 8, enter your license, and add it to your chart. All settings are customizable through the indicator properties panel.
Ready to Trade with Institutional Precision?
See where professional traders gauge fair value. Get Session-Anchored VWAP and add institutional-grade price analysis to your charts.
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Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones' financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.