DS VWAP
A VWAP panel on two clocks — a live VWAP that follows price and the session VWAP as the anchor, each inside bands measured on your own chart to hold half and nine in ten closes, with a forward view in the margin — free for everyone.
- Two VWAPs: value now, value today
- Bands that hold 50% and 90%, measured
- Reach and return odds, in the margin
- The same line on every chart
On the chart
Recording · 30 sA session playing out with DS VWAP: the live band and the session VWAP move under price, with the reach contours opening in the right margin.
The recording and chart pictures above show the software running; they are not a performance record. Futures trading carries substantial risk of loss and is not suitable for every investor, and hypothetical or simulated results have inherent limitations that may differ materially from live trading. Risk disclosures.
- Type
- Indicator
- Series
- Free Vault
- Category
- VWAP & Value
- Platform
- NinjaTrader 8 · 8.1.8.1 or newer
- MarketsBuilt on NQ · MNQ
Any market NinjaTrader charts
- Futures — runs on it
- Stocks — runs on it
- Forex — runs on it
- Crypto — runs on it
Both VWAPs are weighted by bar volume and built on one-minute bars, so they are the same lines on every intraday chart of an instrument. Where a feed reports no volume they become time-weighted averages, and the panel says so.
How it helps
A VWAP answers one question — where is value? — and there are two honest answers. Value today is the session's VWAP; value now is what the market has been willing to pay lately. On a day that travels, the session VWAP ends up a long way from price with nothing in between, and the usual bands are sigma multiples chosen in advance, not a measured share of closes. DS VWAP draws both values, puts measured lines around each, and uses the chart's right-side margin to show how far price has tended to travel within the next horizon of bars.
At checkout, enter the email on your NinjaTrader account. The files are yours at once; the license is switched on by hand, so allow a short wait. See it on Whop
Its own download, free permanently. It is not part of DS Complete: it runs beside it. Everything in the Free Vault
DS Universe tools are charting and research software for educational and informational purposes. They are not investment advice and no output is a forecast or a guarantee of any result. Trading futures and other leveraged instruments carries substantial risk of loss and is not suitable for every investor.
Product guide
Every mark on the chart, explained
The annotated boards: a chart, with what each part of DS VWAP shows laid out beside it. Open any board to read it at full size.
Value on two clocks.
In detail
Where is value? There are two honest answers, and this panel draws both.
Value today is the session's VWAP. Value now is what the market has been paying lately. DS VWAP runs price as a line through a live band that follows it, keeps the session VWAP on the map as the anchor, and uses the chart's right-side margin to look forward.
Measured, not assumed
- A live VWAP on a volume clock — it forgets by contracts traded, not by minutes
- Bands that hold half and nine in ten closes, learned from your own chart
- The session VWAP with its own measured edges, the same line on every intraday chart
- Reach contours and return odds in the margin, with the track record on screen
It measures where price stands and what a move would take. It does not claim that a stretch reverts or that it continues. Closed-bar decisions throughout — it does not repaint.
Free — add it to a chart and both VWAPs are there.
Test it on your own charts first.
Four screenshots and a paragraph are not enough to judge an indicator on. Watch it work in your own instrument, on your own timeframe, before it goes anywhere near a live account. Both ways of doing that are free.
- 01
Replay a session you have already seen
Market Replay runs a past session back tick by tick, at whatever speed you like. You get to watch DS VWAP print in conditions you remember, and pause on the bars where it mattered.
- 02
Then trade it forward, on the simulator
Replay shows you the past with the ending already known. The simulator does not — it runs live, in real time, on real prices, with nothing at stake. That is where you find out whether you can actually act on what you are seeing.
A simulated fill is not a live fill. Replay and the simulator cannot reproduce real queue position, slippage, or what it feels like to hold a position with money on it, and results from either may differ materially from live trading. Test to learn how a tool behaves — not to estimate what it might return.
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