Session VWAP and deviations

We need to be able to separate the vwap into regular and extended trading hours. I trade ES and I need to have the vwap restart at 9:30am EST and 6pm EST for each session. I also always use the 1st and 2nd deviations on Sierra.

We desperately need the ability to do this on Tradovate.

Download the tiki vwap custom indicator and set the time you want it to start. It also gives you the option for deviations. That’s what I do.