The Idea – Dynamic Swing Anchored VWAP

Markets move in legs, not straight lines. Every leg begins where the previous one failed — at a pivot. The Dynamic Swing Anchored VWAP maps that structure directly on your chart by resetting a VWAP (Volume-Weighted Average Price) from each confirmed swing high or swing low.

Instead of a single running VWAP that smears trend changes, this version anchors locally — one calculation per leg — letting you see where real accumulation and distribution happen. It’s like watching institutions reload each swing.

How It Works

Each time price forms a new pivot (HH, HL, LH, LL), the indicator:

Detects the swing using your chosen period (default = 50 bars).

Anchors a new VWAP from that bar forward.

Labels the pivot type (HH, HL, LH, LL) directly on-chart with clear color coding.

Optionally adapts the VWAP’s responsiveness using ATR-based volatility adjustment, so it reacts faster when markets expand and smooths out when they contract.

You can also define a small “tail” period after each trend flip to keep the previous VWAP visible for a few bars — a subtle visual continuity that helps confirm structure transitions.

Key Features

🔹 Adaptive VWAP Engine — Reacts dynamically to volatility for more realistic mean tracking.

🔹 Swing Segmentation — Each trend leg gets its own VWAP anchor, independent of the prior one.

🔹 Pivot Labeling — Clean, bold HH/HL/LH/LL tags with customizable color, size, and offset.

🔹 Tail Continuation — Keep the prior VWAP alive for a few bars after the flip.

🔹 Fully Customizable Style — Change colors, widths, label fonts, and offsets to fit your template.

🔹 Light Footprint — Optimized for real-time use in NinjaTrader 8.

Why It Matters

The indicator gives you structure clarity. You see at a glance which leg controls the tape, where volume is built up, and whether a “failed breakdown” or “failed breakout” is being absorbed. It’s not just a VWAP — it’s a context engine for swing behavior.

Developed by PropTraderz for educational use only.
Not for sale or resale under any circumstance.

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