"Anchor VWAP to any moment. See exactly who's been in control since: buyer or seller."
NinjaTrader 8 Anchored VWAP Indicator with up to five AVWAPs on one chart, an optional Daily VWAP, saved manual anchors, alerts, and volume pills so you can track support and resistance, pullbacks, trend structure, and key anchor points without clutter.
Your chart shows price. It doesn't show who's been in control since a key moment.
After an important event – the session open, a sharp rejection, a breakout, or a major high or low – the same question comes up every time: have buyers or sellers been in control ever since? The chart alone doesn't answer that. Without a reference point anchored to that exact moment, you're left guessing whether price has been trading above or below fair value.
Without an Anchored VWAP, you're missing the market's reference point.
See Multiple Anchored VWAP Levels in Seconds
Arty's Anchored VWAP Indicator lets you place up to five separate AVWAPs directly on your chart. You can anchor each one to a candle that matters to your setup, such as a session open, swing high, swing low, breakout bar, news candle, or strong impulse move.
That makes it much easier to see where price is trading relative to the volume-weighted average since that exact moment. For many traders, Anchored VWAP becomes a clean support and resistance tool, a pullback guide, and a simple trend filter all at the same time.
Example chart with multiple Anchored VWAP lines from different anchor points.
Manual and Auto Anchored VWAP with Volume Pills
To set an AVWAP manually, click the chart button and then click the candle you want to anchor it to. If you prefer a fixed reference, let a slot start automatically at a set time instead, for example at the cash open. This is useful if you want one Anchored VWAP for the session open and another one for a later breakout or reaction candle.
Volume pills highlight when price returns to an important AVWAP level on stronger-than-average volume. That's a useful early signal: it can point to a potential reversal or rejection right at that level, instead of price simply passing through unnoticed.
Manually placed AVWAPs can be saved and restored when the chart is loaded again. Volume pills also appear at the Daily VWAP when price trades near it and the configured volume conditions are met.
Anchored VWAP with auto anchor times and volume pills near the line.
Anchored VWAP Settings for AVWAP Slots, Auto Times, and Volume Pills
The settings are built around clarity and control. You can define separate colors for VWAP 1 to 5, choose optional auto times for each slot, and adjust the line width and style so different AVWAPs stay easy to read on the chart.
You can also control where the chart button appears, whether anchor slot labels are shown, and how sensitive the volume pills are. Lookback, tick distance, marker size, minimum volume ratio, offset, and color can all be adjusted to fit your market and your trading style.
The optional Daily VWAP has its own color and alert setting. Slot alerts and the Daily VWAP alert use the same alert sound and can run in Continuous mode or One Touch mode, depending on whether you want repeated alerts or a single touch notification.
Settings for AVWAP colors, auto times, chart button, and volume pills.
Your Anchored VWAP Advantage
Hidden levels become visibleAnchor VWAP from key candles and reveal support or resistance zones that a normal chart can leave buried.
More context for every setupSee whether price is accepting, rejecting, reclaiming, or losing the volume-weighted level from a meaningful market moment.
Multiple trading ideas at onceUse up to five anchors to compare session opens, swings, breakouts, and reaction candles without cluttering your chart.
Alerts and volume confirmationLet alerts and volume pills point you back to important AVWAP reactions when price returns to a level.
Try everything free for 14 days
Not just the Anchored VWAP Indicator: all my other tools are included, Account Guard and the Trading Journal among them.
If one anchored level helps you find a cleaner setup, it has already done its job.
