What is VWAP Pro?
VWAP Pro is a versatile, all-in-one VWAP toolkit built by OrderFlowLabs and available across every OFL-supported platform — Sierra Chart, MotiveWave, NinjaTrader, and EdgeProX. The study includes multiple anchor modes, optional extension of prior session VWAPs, and customizable standard deviation bands. Whether you're anchoring to a session open, a rotation, or a custom subgraph, VWAP Pro covers it from one configurable study.
Who it's for
- Futures and equities traders who lean on VWAP as a core execution or bias tool.
- Order-flow traders who want VWAP context aligned with rotations, session opens, or custom event markers.
- Traders running multiple anchored VWAPs and tired of stacking individual studies.
- Traders pairing VWAP with OFL execution tools (Dominator, EAD, DeltaFlips) via SG anchoring.
- Discretionary traders who want the same deviation-band styling across every anchor on their chart.
How VWAP Pro works
VWAP Pro consolidates six anchor modes into one study, each with optional standard deviation bands.
Rolling Pivot
The Rolling Pivot serves as an intraday directional meter, updating dynamically as the session progresses. In trending environments it helps prevent traders from prematurely fading strong directional moves: if price breaks out and pulls back into the Rolling Pivot, the expectation is that responsive buyers defend it for a continuation. As long as that defense holds, the prevailing trend remains intact. If price decisively closes below Rolling Pivot with initiative volume building beneath it, the continuation thesis weakens and attention shifts to a possible directional change — often confirmed by a reoffer or rejection from below the pivot. In balanced markets, Rolling Pivot tends to act as a magnet for price.
Daily / Weekly / Monthly Open
Anchors VWAP to the session open of your chosen timeframe. Includes both the current and prior period's VWAP and deviation bands, with full user control over visibility and duration. Useful for tracking developing versus prior value. Want to extend yesterday's VWAP and its deviation bands into today's session? VWAP Pro gives you that capability with a simple toggle.
Rotation Anchored
Anchors VWAP to a custom rotation value, calculated manually or pulled from a rotation tool. Ideal for contextualizing price behavior within intraday moves or shifts in sentiment.
SG Anchored
Anchors VWAP to any subgraph (SG) from another study. This is useful when aligning VWAP with other custom tools or key event markers — for example, anchoring to a Dominator, EAD, or DeltaFlips signal.
Setup and installation
- Install the OFL package in a supported platform of your choice (Sierra Chart, MotiveWave, NinjaTrader, or EdgeProX).
- Apply VWAP Pro to your normal execution chart and pick the anchor mode that matches the workflow you want.
- Configure deviation bands and decide whether to display the prior period in addition to the current one.
- Stack additional VWAP Pro instances if you want multiple anchors on the same chart.
Anchor modes at a glance
| Mode | Anchor | Typical use |
|---|---|---|
| Rolling Pivot | Dynamically rolling intraday | Directional meter; pullback defense in trend, magnet in balance |
| Daily Open | Today's session open | Developing intraday value vs. prior day |
| Weekly Open | Current week's open | Weekly bias and reclaim setups |
| Monthly Open | Current month's open | Higher-timeframe value framing |
| Rotation Anchored | Custom rotation value | Anchored VWAP from a rotation high/low |
| SG Anchored | Subgraph of another study | Pair with Dominator, EAD, DeltaFlips |
Watch the VWAP Pro Sierra Chart setup video for the full walkthrough. A configured chartbook is included with the OFL package.
Note: Platform-specific videos for MotiveWave, NinjaTrader, and EdgeProX are provided in the Discord.
Example use case
NQ breaks out of overnight balance and pulls back into the Rolling Pivot mid-morning. Buyers defend the level on a delta absorption print, and you take a continuation long with risk just under the pivot. Later, price reclaims the Weekly Open VWAP from below and holds — you treat that as confirmation that higher-timeframe value is back in play and trail risk under the weekly band. On a separate chart, an SG-anchored VWAP tied to a morning Dominator signal stays intact through the lunch chop, giving you a low-volatility reference to fade into the afternoon trend day.