Volatility-Based Trailing Stop [LazyBear]

//
// @author LazyBear
// List of all my indicators:
// https://docs.google.com/document/d/15AGCufJZ8CIUvwFJ9W-IKns88gkWOKBCvByMEvm5MLo/edit?usp=sharing
//
study(title="Volatility-Based Trailing Stop [LazyBear]", shorttitle="VBTS_LB", overlay=true)
mult = input (3.0, title="ATR Multiplier")
length = input(10, title="ATR Period")
type=input(1, title="Style? (0 => HighLow, 1 => Close)")
ticksize=input(1)
uu=type == 1 ? close : high
ll=type == 1 ? close : low
satr=atr(length)
svs = low+ceil(mult*satr/ticksize)*ticksize
lvs =high-ceil(mult*satr/ticksize)*ticksize

shortvs=na(shortvs[1]) ? svs : iff(uu>shortvs[1], svs , min(svs,shortvs[1]))
longvs=na(longvs[1]) ? lvs : iff(ll<longvs[1], lvs, max(lvs,longvs[1]))

longswitch=iff (uu>=shortvs[1] and uu[1]<shortvs[1] , 1 ,  0)
shortswitch=iff (ll<=longvs[1] and ll[1]>longvs[1] ,  1 ,  0)

direction= iff(na(direction[1]), 0,
			iff (direction[1]<=0 and longswitch, 1,
			iff (direction[1]>=0 and shortswitch, -1, direction[1])))
pc=direction>0?longvs:shortvs
plot(pc, color=direction>0?maroon:green, style=circles, linewidth=3)
plot(pc, color=gray, linewidth=1)