VWAP Plus | Volume Weighted Average Price | Support – Resistance
Volume-Weighted Average Price (VWAP) is the ratio of volume traded at price, to the total volume traded, over a particular time horizon. In finance, every single Transaction (Trade/Tick/Pip), of any given Product (Stocks/Futures/Forex) consists of three elements. The “Volume” (Quantity) of whatever it is being bought or sold, along with the “Price” and “Time” at which that took place. VWAP is calculated by adding up the sum of (price multiplied by volume) for every transaction (transaction price multiplied by the total volume traded of that transaction price), then dividing that by the overall total volume traded for the period of time your measuring.
7 User Configurable VWAP Session Period Types:
• Daily • Monthly • Chart • User Specified
• Weekly • Yearly • Contract
17 Unique Current and Previous Session Value Plots
Current Session Developing Plots:
• Volume Weighted Average Price (VWAP)
• 3 Unique Upper and Lower Standard Deviations of VWAP
Previous Session Plots:
• 1 Session Prior Volume Weighted Average Price (VWAP1)
• 3 Unique Upper and Lower Standard Deviations of Previous VWAP1
• 2 Session Prior Volume Weighted Average Price (VWAP2)
• 3 Session Prior Volume Weighted Average Price (VWAP3)
• Missed/Naked Previous VWAP’s (coming soon)
ALL Plots Can be Quickly Hidden (INDIVIDUALLY and/or Altogether)
with a Single Click thru a dropDown Icon added to Chart ToolBar
– ALL Plot Colors and Styles are Completely User Configurable!
– ToolBar DropDown Icon for Simple and Easy User Adjustments!
VWAP Values/Plots Remain Consistent Across Every DataSeries! Display and Trade Off the Exact Same Values On All Your Charts!
VWAP is often used as a trading benchmark by investors who aim to be as passive as possible in their execution. Many pension and mutual funds fall into this category. The aim of using a VWAP is to ensure that the trader executing the order does so in-line with volume on the market.
VWAP is also often used in algorithmic trading. Indeed, a broker may guarantee execution of an order at the VWAP and have a computer program enter the orders into the market in order to earn the trader’s commission and create P&L. This is called a guaranteed VWAP execution.
The broker can also trade in a best effort way and answer to the client the realized price. This is called a VWAP target execution; it incurs more dispersion in the answered price compared to the VWAP price for the client but a lower received/paid commission. Trading algorithms that use VWAP as a target belong to a class of algorithms known as volume participation algorithms.
Quit Using Indicators that display different values on every chart!
Please Click on Video Tab to Watch a Recorded Product Demonstration!
As of 01/01/2020, Newest versions of All Products require NinjaTrader 8.0.19.1 or above!
VWAP Plus v8.24 – 01/05/2020 – NinjaTrader 8.0.19.1 or Above Required!
– Minor Code Tweaks and Shared Core Update for NinjaTrader 8.0.20.1!
VWAP Plus v8.23 – 06/18/2019 – NinjaTrader 8.0.18.1 or Above Required!)
– Minor Code Tweaks and Shared Core Update for NinjaTrader 8.0.18.1!
– Moved UseAsStrat (Strategy Only Property!) to Data Series group for less confusion.
– (Please Re-Save All existing Templates!) (Chart/Indicator/Workspace)
VWAP Plus v8.22 – 05/07/2019 – NinjaTrader 8.0.17.2 or Above Required!)
– Minor Code Tweaks and Shared Core Update for NinjaTrader 8.0.18.0!
– Added Optional Dynamic Midpoint Lines between each current sessions SD levels.
– (Please Re-Save All existing Templates!) (Chart/Indicator/Workspace)
VWAP Plus v8.21 – 03/01/2019 – NinjaTrader 8.0.17.2 or above Required
– Minor Code Tweaks for Increased Efficiency! – Suggestions Welcome!
VWAP Plus v8.20 – 12/03/2018 – NinjaTrader 8.0.16.3 Required
– Modified ToolBar DropDown Icon to Remain Open on Click
VWAP Plus v8.19 – 08/01/2018 – NinjaTrader 8.0.15.1 Required
– Added User Configurable Standard Deviation Multipliers
VWAP Plus v8.18 – 04/04/2018 VWAP Plus v8.17 – 02/13/2018 VWAP Plus v8.16 – 02/10/2018 VWAP Plus v8.15 – 01/02/2018 VWAP Plus v8.14 – 11/05/2017 VWAP Plus v8.13 – 10/04/2017 VWAP Plus v8.12 – 08/25/2017 VWAP Plus v8.11 – 08/09/2017 VWAP Plus v8.10 – 07/11/2017
Terms and Conditions:
Please click the Download tab to review additional information required for licensing and registration.
Your Purchase Includes: A Lifetime Product License w/1yr Free Upgrades and Support
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NinjaTrader 8
License grants (Original Purchaser Only!) the right to install and run one copy of this Software, on two registered computers. Purchased version and All Product Updates will be downloadable from your MyAccount page, on this website, for 1 year from purchase. Please feel free to contact Support with any questions.
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TradeStation 10
License grants (Original Purchaser Only!) the right to install and run two copy’s of this Software for one registered Customer ID. Purchased version and All Product Updates will be downloadable from your MyAccount page, on this website, for 1 year from purchase. Please contact Support with any questions.
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By Purchasing this product, you acknowledge that you have read our Full Disclaimer, and agree to ALL Terms!
ALL Existing Customers:
Please “Log-In” – All product updates and downloads are available from your “MyAccount” page:
(You should be automatically re-directed to your “MyAccount” page after logging into website!)
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NinjaTrader Customers:
Your NinjaTrader Machine ID is needed to finalize your order and properly register your product.
For Purchased Products (not subscriptions) Registration is now Automated from your MyAccount Page.
(For Subscriptions) Please leave your Machine ID in notes field of checkout form. (See Link Below!)
After Payment, you’ll be automatically re-directed to your “MyAccount” page to Download Product(s).
A pdf file (NT8ReadMe1st.pdf) will also be available for download. Please Read It First!
(Contains Step by step directions for installing, upgrading, and most support issues!)
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TradeStation Customers:
Your TradeStation Customer ID is needed to finalize your order and properly register your product.
For Purchased Products (not subscriptions) Registration is now Automated from your MyAccount Page.
(For Subscriptions) Please leave your Customer ID in the notes field of checkout form on purchase.
After Payment, you’ll be automatically re-directed to your “MyAccount” page to Download Product(s).
Detailed Explanation of ALL Features, Properties, Set-Up, and Configuration: Along with a Complete Comparison to the Default NT8 Orderflow Vwap:
17 reviews for Vwap Plus | NT8
Rated 5 out of 5
Colin Roberts (verified owner)–
best vwap out there, completely customizable and easy to use. well worth the money
Rated 5 out of 5
John van Niekerk –
VWAP – such a simple indicator, or so you would think. If you are watching this on multiple time frame charts then you need this indicator! What a pleasure to see the same price on all my charts. No slowing of the chart either. Can’t live without this :)
Rated 5 out of 5
mrotondo (verified owner)–
As a new customer to HTech I am very pleased with the NT8 HTVwapPlus. The previous reviews have already stated all the great things this product provides and the ease of installation. I do want to complement the support staff on their quick and thorough support.
Rated 5 out of 5
LUIS (verified owner)–
excellent product and customer services thanks.
Rated 5 out of 5
Darcy (verified owner)–
I have been a customer of Steve’s for years. Another very well built indicator that should improve anyone’s trading. It can’t be stressed enough the quality of support High Tech gives its customers. Always prompt and always courteous!
Rated 5 out of 5
Mahesh (verified owner)–
Excellent Indicator with a lot of customization’s and easy to use , Htech indicators are the best when to come to usability and customer support.
Rated 5 out of 5
mercador11 (verified owner)–
Edge is incredibly helpful in moments of technical support.
I love using this tool to refine my entries in Brazilian futures contracts.
I am very pleased with the effectiveness of these tools.
Thanks
Rated 5 out of 5
Jeffrey (verified owner)–
I have used the VWAP indicator for a year or more with great results. The VWAP is the only average that I am aware of that prints the same value on any and all time frame charts and regardless of type of chart (time-based, renkos, ticks, etc.). Unlike moving averages such as SMAs and EMAs which have different values for the same moving average period on different time-based charts. In other words, the value of a 50EMA on a 5-minute chart is not the same as a 50EMA on a 30-minute chart. However the VWAP prints the identical value on any and all charts. One of the reasons the “big boys” use the VWAP as an essential tool. HiTech’s VWAP offers far more features than other VWAP products. Trade between the VWAP upper standard deviation #1 and the lower standard deviation #1 at your own risk . . . but enjoy the bountiful profits if trading beyond those levels. Nearly every component of HiTech’s VWAP can be modified whether its colors, line types or enabling and disabling the many features.
Rated 5 out of 5
fredesch (verified owner)–
Another well designed indicator from hTech. The NT8 version works exactly as expected. I’m very happy with all the hTech indicators I own.
Rated 5 out of 5
Thomas (verified owner)–
I would like to say a few words about the VWAP indicator I have been useing it since 2016 in NT7 now using in NT8 It works so well that I use it every trading day would not trade with out it and as for Mr. Edge he is the very best vendor and a person you can really trust.
Rated 5 out of 5
Yevgeniy (verified owner)–
This is an amazing tool in my arsenal. I am absolutely happy with it and it helps me making good trading decisions for both entry and exits. Also, customer support is great!
Rated 5 out of 5
Christine (verified owner)–
Excellent product, love how easy it is to setup the indicators. The values are clear. Love all the products I’ve tried so far.
Rated 5 out of 5
Eric (verified owner)–
Once again, a quality HTech product – The VWAP Plus is brilliant – Quick easy access to all plots. Any plot changes can be done directly from the drop-down Toolbar icon on the chart.
No hesitation in recommending the VWAP Plus for NinjaTrader 8 – 10 out of 10 !!
Rated 5 out of 5
Sean (verified owner)–
I’ve tried a few other VWAP indicators and this version by far uses the least amount of resources. We all know how finicky NT8 can be with custom indicators and the over-consumption of RAM. Steve knows what he’s doing and the options available in this VWAP version would meet any traders needs. The quick access toolbar to quickly add or hide dev bands/shading/etc makes this indicator paramount. The ease of updating the indicator is a plus as well. I’ve noticed an update on the version every so often which brings about even more features. All it takes is a quick Skype to Steve and he provides an executable for the update installation. No need to uninstall/reinstall or mess around with keeping your NT8 folders clean. Thanks Steve for staying on top of everything.
Rated 5 out of 5
Tom (verified owner)–
I use HT’s vwap indicator as my primary trading tool and it far surpasses it’s competition. As excellently put in previous review, the functionality truly is second to none. The addition of a button to the chart toolbar, as with most HT indicators, provides easy access to display, or not, various settings including vwap/past vwaps, SD’s/past SD’s etc. The features added to this indicator are well thought out and designed for the active trader. The HT team are always responsive and have assisted me either via email or skype with my queries and have provided me with additional insight on how best to use their indicators. Out of all the vwap indicators out there, this is the one I always recommend.
Rated 5 out of 5
Jason (verified owner)–
In a world where volume moves Markets, you won’t be disappointed by adding this to your tool belt. The functionality of this indicator is second to none and like other indicators I’ve purchase from HT, the customizational abilities won’t disappoint. Although it has several uses, helping me with my exits and staying in trades longer, has this indicator paying for itself over and over. Great job HT Team!
Rated 5 out of 5
alexmatsuk (verified owner)–
I’m very happy with vwap indicator. I had this indicator for NT7 and now I’m using it on NT8. I also own many other Htech indicators and very happy with them!
Colin Roberts (verified owner) –
best vwap out there, completely customizable and easy to use. well worth the money
John van Niekerk –
VWAP – such a simple indicator, or so you would think. If you are watching this on multiple time frame charts then you need this indicator! What a pleasure to see the same price on all my charts. No slowing of the chart either. Can’t live without this :)
mrotondo (verified owner) –
As a new customer to HTech I am very pleased with the NT8 HTVwapPlus. The previous reviews have already stated all the great things this product provides and the ease of installation. I do want to complement the support staff on their quick and thorough support.
LUIS (verified owner) –
excellent product and customer services thanks.
Darcy (verified owner) –
I have been a customer of Steve’s for years. Another very well built indicator that should improve anyone’s trading. It can’t be stressed enough the quality of support High Tech gives its customers. Always prompt and always courteous!
Mahesh (verified owner) –
Excellent Indicator with a lot of customization’s and easy to use , Htech indicators are the best when to come to usability and customer support.
mercador11 (verified owner) –
Edge is incredibly helpful in moments of technical support.
I love using this tool to refine my entries in Brazilian futures contracts.
I am very pleased with the effectiveness of these tools.
Thanks
Jeffrey (verified owner) –
I have used the VWAP indicator for a year or more with great results. The VWAP is the only average that I am aware of that prints the same value on any and all time frame charts and regardless of type of chart (time-based, renkos, ticks, etc.). Unlike moving averages such as SMAs and EMAs which have different values for the same moving average period on different time-based charts. In other words, the value of a 50EMA on a 5-minute chart is not the same as a 50EMA on a 30-minute chart. However the VWAP prints the identical value on any and all charts. One of the reasons the “big boys” use the VWAP as an essential tool. HiTech’s VWAP offers far more features than other VWAP products. Trade between the VWAP upper standard deviation #1 and the lower standard deviation #1 at your own risk . . . but enjoy the bountiful profits if trading beyond those levels. Nearly every component of HiTech’s VWAP can be modified whether its colors, line types or enabling and disabling the many features.
fredesch (verified owner) –
Another well designed indicator from hTech. The NT8 version works exactly as expected. I’m very happy with all the hTech indicators I own.
Thomas (verified owner) –
I would like to say a few words about the VWAP indicator I have been useing it since 2016 in NT7 now using in NT8 It works so well that I use it every trading day would not trade with out it and as for Mr. Edge he is the very best vendor and a person you can really trust.
Yevgeniy (verified owner) –
This is an amazing tool in my arsenal. I am absolutely happy with it and it helps me making good trading decisions for both entry and exits. Also, customer support is great!
Christine (verified owner) –
Excellent product, love how easy it is to setup the indicators. The values are clear. Love all the products I’ve tried so far.
Eric (verified owner) –
Once again, a quality HTech product – The VWAP Plus is brilliant – Quick easy access to all plots. Any plot changes can be done directly from the drop-down Toolbar icon on the chart.
No hesitation in recommending the VWAP Plus for NinjaTrader 8 – 10 out of 10 !!
Sean (verified owner) –
I’ve tried a few other VWAP indicators and this version by far uses the least amount of resources. We all know how finicky NT8 can be with custom indicators and the over-consumption of RAM. Steve knows what he’s doing and the options available in this VWAP version would meet any traders needs. The quick access toolbar to quickly add or hide dev bands/shading/etc makes this indicator paramount. The ease of updating the indicator is a plus as well. I’ve noticed an update on the version every so often which brings about even more features. All it takes is a quick Skype to Steve and he provides an executable for the update installation. No need to uninstall/reinstall or mess around with keeping your NT8 folders clean. Thanks Steve for staying on top of everything.
Tom (verified owner) –
I use HT’s vwap indicator as my primary trading tool and it far surpasses it’s competition. As excellently put in previous review, the functionality truly is second to none. The addition of a button to the chart toolbar, as with most HT indicators, provides easy access to display, or not, various settings including vwap/past vwaps, SD’s/past SD’s etc. The features added to this indicator are well thought out and designed for the active trader. The HT team are always responsive and have assisted me either via email or skype with my queries and have provided me with additional insight on how best to use their indicators. Out of all the vwap indicators out there, this is the one I always recommend.
Jason (verified owner) –
In a world where volume moves Markets, you won’t be disappointed by adding this to your tool belt. The functionality of this indicator is second to none and like other indicators I’ve purchase from HT, the customizational abilities won’t disappoint. Although it has several uses, helping me with my exits and staying in trades longer, has this indicator paying for itself over and over. Great job HT Team!
alexmatsuk (verified owner) –
I’m very happy with vwap indicator. I had this indicator for NT7 and now I’m using it on NT8. I also own many other Htech indicators and very happy with them!