Anchors at confirmed swings
A swing is confirmed ten bars after its own bar by default, and the VWAP is then rebuilt from the swing bar. It runs until the anchor ends and does not reset at a session.
NinjaTrader 8 indicator, NinjaScriptThe anchored VWAP that waits for the pullback
Anchoring a VWAP by hand means choosing the swing, judging whether the move away from it has run far enough, and deciding which return to the line counts. Supreme VWAP And Targets does that by rule on closed bars: it anchors at each confirmed swing that qualifies, arms once the move has run far enough, waits for price to pull back into a value band and close back across the VWAP, then draws an entry, a stop and three targets. It places no orders, and the figures on its dashboard describe the past of your chart.
- An anchored VWAP and value band from each confirmed swing that qualifies
- BUY and SELL badges on closed bars, when a pullback reclaims the VWAP and the gates pass
- An entry, a stop and three targets in R, with the plan's state on its labels
- Seven filter profiles, and a dashboard of what the profile in use did on this chart
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- BUY 77 %A closed bar pulled back into the band, then a candle closed back above the VWAP and the gates passed. 77 % scores the bar. It is not a probability of profit.
- VWAP and bandA volume-weighted VWAP from the active anchor, with a band in standard deviations around it. It does not reset at a session, and it breaks where the anchor changes.
- TP1 and TP2 reachedA tick marks a reached target, here 1R and 2R. TP3 at 3R has none: price has not touched it.
- SL 7648.50 (BE)The label keeps the initial stop price. (BE) says TP1 moved the working stop to the entry, 7671.25, for the remaining targets.
- DashboardThe bias, the VWAP, the profile in use and its plan. The tally row counts what this profile's plans did on the bars of this chart, with no spread, slippage or commission. Not a probability of profit.
Why a plain anchored VWAP leaves the hard part to you
A plain anchored VWAP is a line from a bar you picked. It gives you the volume-weighted average from there, and nothing about whether the move away from that bar has run far enough, whether this pullback is the first or the third, or where the plan ends if you are wrong.
So the work is yours: find the swing, place the anchor again when the swing changes, decide how far into the band is too far, and work out the stop and the targets on every signal.
Supreme VWAP And Targets turns those choices into rules you can read. The anchor moves to a confirmed swing when the rules say so. A leg must run 1.4 ATR from its anchor before any pullback counts. A candle must close back across the VWAP and the gates of the profile in use must pass, and then the plan is drawn from that close. It cannot tell you what happens next, and its dashboard only counts what already did.
PlatformNinjaTrader 8.1 Desktop, tested on 8.1.9.0
TypeChart indicator, compiled NinjaScript Add-On
SignalsOn closed bars only
BarsAny interval; time-based bars fully, others run
AlertsAlerts Log, sound and email, seven events with one switch each
SeriesTwelve: VWAP, band edges, signal, quality, efficiency, plan, tally and four plan events
InstrumentsFutures, forex, stocks, indices: any NinjaTrader instrument
LicenceLifetime, one NinjaTrader login, all your PCs
Price77 USD, one payment
The user guide is public: every parameter and the verification are in it. Read it before you pay.
What you get
Nine things it does that a plain anchored VWAP cannot
One indicator in the price panel: the VWAP, the band, the signals, the plan and the dashboard together.
Armed, then a pullback
A leg arms once it has run 1.4 ATR from its anchor. A closed bar must then reach the band, and a candle in the trend's direction must close back across the VWAP.
Seven filter profiles
Balanced, Conservative, Aggressive, Shallow Pullback, Deep Value Reclaim, Volume Climax and Custom Thresholds. Each has its own band width, trend efficiency and setup quality gates.
AutoOptimize, and its limit
The default mode shows the built-in profile at the top of the tally on these same bars. It looks back at the bars it is shown on, so its figures flatter it. Pick a profile to keep one on the chart.
A stop from the pullback
Beyond the pullback's extreme or the band's far edge, whichever is further, by an ATR buffer, with its distance kept between the profile's minimum and 3 ATR. That distance is R.
Targets in R, with a magnet
TP1, TP2 and TP3 at 1R, 2R and 3R. By default the leg's extreme can take the place of TP2 or TP3 when it lies in range, marked MAG. FixedRLadder keeps them at 1R, 2R and 3R.
A dashboard with its rules stated
Bias and trend efficiency, the VWAP, the profile in use, the tally row, target hits and the latest plan's state. The counting rules are in the user guide and on this page.
Seven alert events
BUY and SELL are on by default. An Any switch and TP1, TP2, TP3 and stop are off. They land in the Alerts Log, with sound and email when you turn them on, for the profile the chart shows at that close.
Twelve series for your strategies
NinjaScript strategies and Market Analyzer columns can read them. They belong to the profile in use on that bar, so under AutoOptimize a series can follow one profile on one bar and another later.
See it working
A closer look, on real NinjaTrader charts
Every picture below is a NinjaTrader 8 capture with numbered notes added. Nothing on the charts is drawn by hand. Click any image to enlarge it.
- Pullback boxDotted, from the bar the pullback began, at most 12 bars back, to the signal bar.
- BUY 83 %The reclaim: a bullish candle closed back above the VWAP. The plan's levels are fixed from this close. 83 % scores the bar. It is not a probability of profit.
- SL 28442.00, crossThe cross means a later bar touched the stop before TP1. The plan ended there.
- Targets with no tickPrice then ran through all three, and none has a tick, because the plan checks the stop first and had already ended. The tally row counts this plan as a loss.
- AVWAP badgeThe active anchor, a confirmed swing low. A swing is confirmed ten bars after its own bar, and the VWAP is then rebuilt from the swing bar.
A plan that failed
A BUY whose stop was reached before its first target
This is the rule set working as written and the plan not working. Price pulled back inside the dotted box, a bullish candle closed back above the VWAP, and the plan was drawn from that close. A later bar touched the stop, the label took a cross, and the plan ended there.
Price then ran through every target and none of them has a tick, because the plan checks the stop first on every closed bar. The badge read 83 %, which shows what that number is: a score of the bar, built from its close, the trend's efficiency and its volume. It is not a probability of profit.
- A target or stop counts as reached when a later bar's high or low touched that price
- A plan ends at TP3, at the stop, 60 bars after the signal, or at the profile's next signal
- At the default only the latest plan keeps its ladder, and the last three signals are badged
Dashboard
What this profile's plans did on this chart, and what that is not
The rows give the bias and trend efficiency, the VWAP with its band width, the profile in use, the tally row with wins, losses and net R, the target hits and the latest plan's state. All of it describes what the bars on this chart did at these settings, with no spread, slippage or commission. It changes with the instrument, the interval, Bars To Calculate and the settings. It is not a forecast and not a probability of profit.
The net R at the end of the tally row cannot be booked as a trading result. Read it as a ranking score: a full ladder adds TP3's whole R, a stop after TP1 adds half of TP1's R, and an expiry after TP1 adds 1R, and no single way of holding a position pays all three. Under AutoOptimize the profile is on the chart because its past figures there are at the top, so they flatter it, and being at the top says little: on this NQ chart that profile still shows more losses than wins. The percentage and the net R also print the whole number followed by .1, so 58.1% means 58 % rounded, and the .1 carries no value.
- Tally row: a win is TP3, TP1 reached before the plan ended, or an expiry or next signal with the close at the entry or better
- Target Hits: how many of the profile's plans reached each target
- Trade Plan: the furthest state of the latest plan. OPEN also stands for a plan that expired or was closed without reaching TP1
- Filter Profile: Auto in front of the name means AutoOptimize chose it
- BUY 83 %The signal bar. The dotted box above it runs from the bar the pullback began. The entry line, 2.897, is this bar's close.
- TP2 at 1.6R, MAGThe leg's high lay 1.3R to 2.4R from the entry, so it became TP2 in place of 2R. The tick says it was reached. TP3 is above the top of this panel.
- TP1 reachedAt 1R, on a later closed bar. With Move Stop to Breakeven After TP1 on, the default, the working stop then moved to the entry.
- SL 2.877 (BE, tick)The label keeps the initial stop price. The tick after BE says the plan ended at its entry after TP1. No alert is sent for that.
- Trade Plan rowIt reads LONG @ 2.897 (BE, tick). The tally row counts a plan like this as a win, credited with half the R of the targets it reached. It is a count of these bars, not a result.
Stop and targets
The labels say how far a plan got and how it ended
The entry is the signal bar's close. The stop sits beyond the pullback's extreme or the band's far edge, whichever is further, and its distance is R. TP1, TP2 and TP3 sit at 1R, 2R and 3R, and by default the leg's extreme can take the place of TP2 or TP3, marked MAG, as TP2 does here at 1.6R.
With Move Stop to Breakeven After TP1 on, the default, the working stop moves to the entry once TP1 is reached. The stop line and its label keep the initial price, so read the state on the label: (-1R) while it is in place, (BE) once moved, (BE) with a tick when it ended the plan after TP1, and a cross when it was reached before TP1. TP3 on this plan is above the top of the panel, because the price axis follows the bars and the band and not the drawings.
- A risk box and a reward box behind the levels, for buys and sells alike
- Only the latest plan has labels
- The levels are drawn, not placed, and take no account of spread, slippage, commission or position size
Any market
The same rules on everything NinjaTrader charts
The calculations are not tied to an instrument. The captures below were taken in NinjaTrader 8 on the free simulation feed: index, energy, metal, currency and rate futures, from 1-minute to 30-minute bars, with the indicator at its default settings on every one.
On a futures chart the VWAP and its standard deviation weigh each bar's typical price by real contract volume, and a quarter of the setup quality is the bar's volume against its 20-bar average. The VWAP does not reset at a session, and the chart's Trading Hours template decides which bars take part. On these captures AutoOptimize picked different profiles on different charts, and some charts hold only a few days of bars, so their tally rows count only a handful of plans. A handful says very little.
Under the hood
How a closed bar becomes a signal
The rules for a BUY, on every closed bar. A SELL mirrors each one. Nothing hidden and nothing exotic.
A swing becomes the anchor
A confirmed swing low becomes the bullish anchor when the bar closes above it and there is no anchor yet, it is below the current anchor, the current anchor's pullbacks are used up, or the leg has already run far enough from this higher low.
The leg arms
Once the leg's high is 1.4 ATR from the anchor by default. It ends on a close below the anchor, or more than 2.6 standard deviations below the VWAP.
Price pulls back into the band
A closed bar's low reaches the band's upper edge while it closes above the anchor and the profile's defence line, with no new high. A close below the defence line cancels the pullback.
The reclaim and the gates
A bullish candle closes above the VWAP and no lower than the previous high minus 0.2 ATR. Trend efficiency, setup quality, depth of 12 % to 85 % of the leg and, on Volume Climax, volume must all pass.
The plan is drawn and followed
Entry at the close, then the stop and three targets. From the next bar, on every closed bar, the plan checks the stop first and then the targets in turn. A profile takes at most two signals per anchor by default.
What it does
- Marks pullback reclaims on closed bars, and a signal and its levels do not change once drawn
- Draws an entry, a stop and three targets in R, and follows the plan's state on later closed bars
- Runs the profiles side by side on the same bars, and lets you pick the one the chart shows
- Counts what the profile's plans did on this chart, with the counting rules stated
What it does not do
- It does not place orders. It is an indicator, and it never touches your account
- It does not predict price. A badge scores a bar and the tally counts the past: neither is a probability of profit
- It takes no account of spread, slippage, commission or position size
- It does not load history for you: Days to load in the Data Series dialog decides, and the depth changes what the chart shows
Side by side
Plain anchored VWAP compared with Supreme VWAP And Targets
| Plain anchored VWAP | Supreme VWAP And Targets | |
|---|---|---|
| Anchor | You place it | Each confirmed swing that qualifies |
| When a pullback counts | You judge the move | After the leg has run 1.4 ATR by default |
| Entry | You read the return to the line | A close back across the VWAP, on a closed bar |
| Which pullbacks count | All or none | Six built-in gate profiles and a custom one |
| Stop and targets | You work them out | Drawn at the signal, in R |
| What past plans did | You count by hand | A dashboard tally, with its rules stated |
| For your strategies | The line | Twelve series including the signal and plan events |
How this edition was verified
The engine that computes everything also runs outside NinjaTrader. With its diagnostic dump switched on, the NinjaTrader edition writes every committed bar with the values it drew; those bars are replayed through the engine outside the platform, and the two files are compared value by value.
On 4,923 MNQ 1-minute bars every one of the 158 series compared was equal on every bar. A second run, with Calculate set to each tick and the chart left live across the switch from history to live bars, gave the same result on 4,213 bars.
What that proves: the indicator receives exactly one closed bar per chart bar with the right open, high, low, close and volume, never double-feeds or skips a bar, and shows the values the engine produced. What it does not claim: it is a test of correct calculation, not of trading results, and it says nothing about future performance.
NinjaTrader bars compared4,923, then 4,213 across the live switch
Series compared158
Cells compared777,834 and 665,654
Mismatches0 and 0
ConditionsMNQ 1-minute, NinjaTrader 8.1.9.0, November 2026
The full method is in the user guide: User Guide (PDF) and Installation and Quick Start (PDF).
Get the licence
One payment. Lifetime licence.
No subscription and no renewal. Pay once and the indicator stays licensed to your NinjaTrader account, updates included.
Supreme VWAP And TargetsNinjaTrader 8 indicator
$77one payment, lifetime licence
- A lifetime licence on one NinjaTrader account login, valid on every PC you use it on
- The compiled NinjaScript Add-On package and all future updates, at no extra cost
- No machine ID and nothing to activate: log in to NinjaTrader and it runs
- The two PDFs: installation and quick start, and the full user guide with every parameter
- Direct support from me, the developer, by email
Pay by cardCard, Apple Pay or Google Pay, through Stripe
Pay with PayPalPayPal balance or card, through PayPal
The licence is issued to your NinjaTrader account through NinjaTrader's Vendor Licensing, by hand, normally within a few hours and always within 24 hours of your form arriving. You get an email with the download link when it is done.
Because a licence cannot be handed back once it is on your account, a sale is final once the licence has been issued. If you paid and the licence has not been issued yet, email me and I will refund you in full. The user guide is public, so you can read exactly what the indicator does before you pay.
The full terms of sale and the privacy notice for buyers are one page each, in plain language.
Trading carries risk of loss. This is an analysis tool, not financial advice, and no indicator can promise a profit.
Questions
Before you buy
Does Supreme VWAP And Targets repaint?
Nothing is decided on a forming bar. A signal and its levels do not change once drawn; the plan's state (a target reached, the stop at breakeven, the stop reached) is updated on each later closed bar. A swing is confirmed Structural Anchor Swing Lookback bars after its own bar: that is a delay, and the VWAP is rebuilt from the swing bar when it is confirmed. Under AutoOptimize the chart can switch profile: the choice is made again on every bar, so when a closed plan changes the ranking, the badges, the plan, the band width and the dashboard follow the new profile, while each profile's own signals stay as they were. Pick a profile in Pullback Filter Mode to keep one on the chart. A reload takes the calculated window again from the newest bars, and the records and the profile shown can change with it.
Can I book the dashboard's figures as trading results?
No. They count how the profile's drawn plans played out on this chart's closed bars under the indicator's own rules, with no spread, slippage or commission. A stop at breakeven after TP1 counts as a win, credited with half the R of the targets it reached, an expired plan is scored at the close, and a full ladder is credited with TP3's whole R. No single way of holding a position pays all of those, so the net R is a ranking score and not a result. Under AutoOptimize the profile is chosen because of those figures, so they flatter it, and they say nothing certain about the next trade.
How much history does it need?
It calculates the newest Bars To Calculate bars, 20,000 by default, and does not extend the chart's data, so raise Days to load in the Data Series dialog. The depth changes the profiles' records and with them the profile AutoOptimize shows, so two charts that loaded different amounts of history can show different records and a different profile. A chart with only a few days loaded counts only a few plans. The band covers the newest 181 bars when the chart loads and every bar that closes after that.
What does the percentage on a badge mean?
BUY 77 % is the setup quality, rounded: a score of the bar built from its close, the trend's efficiency and its volume. It is not a probability of profit, and a high score does not keep a plan from reaching its stop, as the MNQ chart on this page shows.
Why did no signal print when price pulled back into the band?
A signal needs an armed leg, a pullback into the band and then a reclaim that passes the profile's gates. None prints while the profile already holds an open plan in that direction, or once it has taken its Max Pullbacks Per Trend Anchor signals from the current anchor. Show Filtered (SKIP) Pullbacks, off by default, draws a small circle where a gate refused a reclaim. It says nothing about how that bar would have turned out.
Which NinjaTrader version do I need?
NinjaTrader 8.1 Desktop for Windows; the build is tested on 8.1.9.0. Any data connection that delivers bars works, including the free simulation connection.
Do I need a funded broker account?
No. NinjaTrader 8 is free to download and use for charting and simulation, with free real-time futures data for the simulator. A live account with a broker of your choice is a separate step that this indicator does not need. NinjaTrader is the platform it runs inside, not a broker.
Is there a machine ID or an activation step?
No. The licence is tied to your NinjaTrader account login through NinjaTrader's Vendor Licensing, not to a PC. Log in on any installation and the indicator runs; a new PC needs no transfer.
How fast do I get the licence?
I issue it by hand in the NinjaTrader Vendor Dashboard. It is normally done within a few hours and always within 24 hours of your form arriving, including weekends.
Is this a subscription?
No. It is one payment of 77 USD for a lifetime licence on one NinjaTrader account, with future updates included.
Can I get a refund?
Once the licence has been issued the sale is final, because a licence on your account cannot be handed back. That is why the user guide is public: read it first. If you paid and the licence has not been issued yet, email me and I will refund you in full.
Can I move the licence to another NinjaTrader account?
Yes. Email me from the address you bought with and I will move the licence to your new account login.
Will it make me money?
No indicator can promise that, and this one does not. It gives you anchored VWAP pullback signals with a stop and targets to plan around, and a count of what those plans did on the bars of your chart. What you do with that, and how you size positions, decides the outcome.
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77 USD once. A lifetime licence on your NinjaTrader account, updates included, and the licence issued within 24 hours.