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Two VWAPs in one panel: the header reads NOW PREMIUM ▲ +65.25 and SESSION IN VALUE ▲ +24.75 · 1.0σ, with UPPER 28428.75, VWAP 28382.00 and LOWER 28335.50 flagged on the price panel.

Chart pictures are illustrations of the software, 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.

Why you need it

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.

Measured, not assumed

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.

  1. 01A live VWAP on a volume clock — it forgets by contracts traded, not by minutes
  2. 02Bands that hold half and nine in ten closes, learned from your own chart
  3. 03The session VWAP with its own measured edges, the same line on every intraday chart
  4. 04Reach contours and return odds in the margin, with the track record on screen

Before you buy

What it needs, where it runs, and what it is not.

Where it runs

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.

What it reads

Price and bar volume, built on one 1-minute series of the same instrument that it adds itself (not added on 1-minute, seconds or daily charts). No tick data, no Tick Replay.

NinjaTrader 8 · 8.1.8.1 or newer. Everything runs on your machine, on your own data feed.

Good to know

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.

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.

NinjaTrader

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.

  1. 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.

  2. 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.

See it work

DS VWAP, moment by moment

The conditions DS VWAP is built for, drawn by its shipped rules. Scroll and scale it like a chart, replay it bar by bar, jump between its moments, or switch the chart to light.

DS Replay examples are illustrative: each scenario is composed for the example from recorded one-minute futures candles, to show the conditions a tool is built for, and is not a recording of a trading session. The tool drawing on it runs its shipped rules unchanged. They show how the software reads price; they are not a performance record, no trade is taken or shown, and live markets often behave differently. 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.