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- //"version=2
- //with barcolors and stuff
- study("VWAP Stdev Bands v2 Mod", overlay=true)
- devUp1 = input(1.28, title="Stdev above (1)")
- devDn1 = input(1.28, title="Stdev below (1)")
- devUp2 = input(2.01, title="Stdev above (2)")
- devDn2 = input(2.01, title="Stdev below (2)")
- devUp3 = input(2.51, title="Stdev above (3)")
- devDn3 = input(2.51, title="Stdev below (3)")
- devUp4 = input(3.09, title="Stdev above (4)")
- devDn4 = input(3.09, title="Stdev below (4)")
- devUp5 = input(4.01, title="Stdev above (5)")
- devDn5 = input(4.01, title="Stdev below (5)")
- showBcol = input(true, title="Turn Barcolor ON/OFF?")
- showDv2 = input(true, type=bool, title="Show second group of bands?")
- showDv3 = input(true, type=bool, title="Show third group of bands?")
- showDv4 = input(false, type=bool, title="Show fourth group of bands?")
- showDv5 = input(false, type=bool, title="Show fifth group of bands?")
- showPrevVWAP = input(false, type=bool, title="Show previous VWAP close")
- ColorSrc=input(close)
- price=ColorSrc
- start = security(tickerid, "D", time)
- newSession = iff(change(start), 1, 0)
- vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
- volumesum = iff(newSession, volume, volumesum[1]+volume)
- v2sum = iff(newSession, volume*hl2*hl2, v2sum[1]+volume*hl2*hl2)
- myvwap = vwapsum/volumesum
- dev = sqrt(max(v2sum/volumesum - myvwap*myvwap, 0))
- A=plot(myvwap,style=circles, title="VWAP", color=black)
- U1=plot(myvwap + devUp1 * dev,style=circles, title="VWAP Upper", color=gray)
- D1=plot(myvwap - devDn1 * dev, style=circles, title="VWAP Lower", color=gray)
- myvwapu1= myvwap + devUp1 * dev
- myvwapd1= myvwap - devDn1 * dev
- U2=plot(showDv2 ? myvwap + devUp2 * dev : na, color=red, title="VWAP Upper (2)")
- D2=plot(showDv2 ? myvwap - devDn2 * dev : na, color=green, title="VWAP Lower (2)")
- myvwapu2= myvwap + devUp2 * dev
- myvwapu3= myvwap + devUp3 * dev
- myvwapd2= myvwap - devDn2 * dev
- myvwapd3= myvwap - devDn3 * dev
- U3=plot(showDv3 ? myvwap + devUp3 * dev : na, title="VWAP Upper (3)", color=red)
- D3=plot(showDv3 ? myvwap - devDn3 * dev : na, title="VWAP Lower (3)", color=green)
- myvwapu4= myvwap + devDn4 * dev
- myvwapd4= myvwap - devDn4 * dev
- U4=plot(showDv4 ? myvwap + devUp4 * dev : na, title="VWAP Upper (4)", color=red)
- D4=plot(showDv4 ? myvwap - devDn4 * dev : na, title="VWAP Lower (4)", color=green)
- U5=plot(showDv5 ? myvwap + devUp5 * dev : na, title="VWAP Upper (5)", color=red)
- D5=plot(showDv5 ? myvwap - devDn5 * dev : na, title="VWAP Lower (5)", color=green)
- prevwap = iff(newSession, myvwap[1], prevwap[1])
- plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)
- ColorMiddleU = price > myvwap and price < myvwapu2 ? white:na
- ColorMiddleD = price > myvwapd1 and price < myvwap ? black:na
- ColorDv1d = price > myvwapd2 and price < myvwapd1 ? gray:na
- ColorDv1u = price > myvwapu1 and price < myvwapu2 ? gray:na
- ColorDv2d = price > myvwapd3 and price < myvwapd2 ? green:na
- ColorDv2u = price > myvwapu2 and price < myvwapu3 ? maroon:na
- ColorDv3d = price > myvwapd4 and price < myvwapd3 ? lime:na
- ColorDv3u = price > myvwapu3 and price < myvwapu4 ? red:na
- barcolor(showBcol?ColorMiddleD:na, title="BarColor vwap-1 Lower")
- barcolor(showBcol?ColorMiddleU:na, title="BarColorColor vwap-1 upper")
- barcolor(showBcol?ColorDv1d:na, title="BarColor 1-2 Lower")
- barcolor(showBcol?ColorDv1u:na, title="BarColorColor 1-2 upper")
- barcolor(showBcol?ColorDv2d:na, title="BarColor 2-3 Lower")
- barcolor(showBcol?ColorDv2u:na, title="BarColorColor 2-3 upper")
- barcolor(showBcol?ColorDv3d:na, title="BarColor 3-4 Lower")
- barcolor(showBcol?ColorDv3u:na, title="BarColorColor 3-4 upper")
- fill(U1, U2, color=red, transp=90, title="Over Bought Fill 1")
- fill(D1, D2, color=green, transp=90, title="Over Sold Fill 1")
- fill(U2, U3, color=red, transp=90, title="Over Bought Fill 2")
- fill(D2, D3, color=green, transp=90, title="Over Sold Fill 2")
- fill(U3, U4, color=red, transp=90, title="Over Bought Fill 3")
- fill(D3, D4, color=green, transp=90, title="Over Sold Fill 3")
- fill(U4, U5, color=red, transp=90, title="Over Bought Fill 4")
- fill(D4, D5, color=green, transp=90, title="Over Sold Fill 4")
- fill(A, U1, color=gray, transp=90, title="Middle Fill Up")
- fill(A, D1, color=gray, transp=90, title="Middle Fill Down")
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