lin reg + sd osc

//@version=5
indicator('lin reg + sd osc', overlay=false, precision=2)

len0 = input.int(1, minval=1, title='in vwma len')
reglen = input.int(40, minval=1, title='reg len')
sdlen = input.int(40, minval=1, title='sd len')
sds = input.int(2, minval=1, title='sds')
fastsds = input.float(1.5, minval=0, title='fast move sds')
devsmalen = input.int(2, minval=1, title='dev sma len')
statlen = input.int(100, minval=1, title='in band % len')
source = input(close, title='source')

in_1 = len0 < 2 ? math.log(source) : ta.vwma(math.log(source), len0)
reg = ta.linreg(in_1, reglen, 0)
dev = in_1 - reg
sd = ta.stdev(dev, sdlen)
sig = dev / sd

outBand = math.abs(sig) > sds
fastMove = math.abs(ta.change(sig)) > fastsds

// how many bars until price is in band if it goes sideways

hline(sds)
hline(0)
hline(-sds)
plot(sig, title='dev', color=color.new(outBand ? color.red : fastMove ? color.yellow : color.aqua, 40), linewidth=1, style=plot.style_columns)
plot(ta.sma(sig, devsmalen), title='dev sma', color=color.new(color.gray, 10), linewidth=2, style=plot.style_line)
plot(ta.sma(outBand ? 1 : 0, statlen), color=color.new(color.red, 100), title='outBand')
plot(ta.sma(fastMove ? 1 : 0, statlen), color=color.new(color.yellow, 100), title='fastMove')