Indicators/MammothFlowVWAP
Primary Indicator

MammothFlowVWAP

ESNQMESMNQv1.0

MammothFlowVWAP is a session-anchored VWAP indicator for NT8 with 1σ/2σ/3σ bands, weighted by typical price × bar volume so it works on any chart type.

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About this indicator

MammothFlowVWAP is a session-anchored VWAP indicator for NT8 — it plots the cumulative volume-weighted average price from the session open, with three tiers of standard-deviation bands (1σ/2σ/3σ) around it. It's a proprietary, handcoded replacement for NinjaTrader's stock Order Flow VWAP, weighting by typical price `(High+Low+Close)/3` × bar volume, which lets it run on any bar type — minute, UniRenko, or Volumetric — not just Volumetric charts. It's also the reference standard for sigma-band calculations used across the other Mammoth strategies.

Features

  • ✓- Plots a session-anchored cumulative VWAP that resets at the start of each new session
  • ✓- Draws three tiers of volume-weighted standard-deviation bands (1σ, 2σ, 3σ) around the VWAP
  • ✓- Weights by typical price `(High+Low+Close)/3` × bar volume, so it runs on any bar type — minute, UniRenko, or Volumetric
  • ✓- Handcoded replacement for NT8's stock Order Flow VWAP, avoiding its Volumetric-only limitation
  • ✓- Serves as the reference standard for sigma-band math used across the other Mammoth strategies

Performance

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. Past performance is not indicative of future results. Trading futures involves substantial risk of loss and is not appropriate for all investors.

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Risk disclosure

This is not an investment opportunity, and no funds are deposited for investment. Trading futures involves substantial risk and is not appropriate for every investor — you could lose all or more than your initial capital. Only risk capital should be used. Hypothetical and past performance results have inherent limitations and are not indicative of future results; differences between hypothetical and live performance are common and material.