//@version=3
//@author Jaqobs
//Moving averages based on VWMA and Bitmex's leverage liquidation multipliers
//Modified for trx/xrp/ada/bch/eos

study("Bitmex Shit Alts LLVWMA", overlay=true)

//Recommended settings:
//M3: len = 300
//M5: len = 150 / bitfinex = 200
//M15: len = 50-75
//m30: len = 35
//h1: len = 13-25
//h4: len = 7
//h12: len = 3

// ===Inputs===
len_inp = input(defval=50, title="Length", type=integer)
offset_inp = input(defval=0, title="Offset", type= integer)
highlightTouch20=input(true, title="Highlight touch of x20 leverage lines?", type=bool)
highlightTouch10=input(true, title="Highlight touch of x10 leverage lines?", type=bool)
highlightTouch5=input(true, title="Highlight touch of x5 leverage lines?", type=bool)

// ===MA's===

vwma = vwma(close, len_inp)
long5 = vwma(close, len_inp) * 0.825
plot(long5, color=#ff0000, offset=offset_inp,  title="x5 Long Liquidation")

long10 = vwma(close, len_inp) * 0.925
plot(long10, color=#ff0000, offset=offset_inp,  title="x10 Long Liquidation")

long20 = vwma(close, len_inp) * 0.975
plot(long20, color=#ff0000, offset=offset_inp, title="x20 Long Liquidation")

short20 = vwma(close, len_inp) * 1.025
plot(short20, color=#30c149, offset=offset_inp, title="x20 Short Liquidation")

short10 = vwma(close, len_inp) * 1.1075
plot(short10, color=#30c149, offset=offset_inp, title="x10 Short Liquidation")

short5 = vwma(close, len_inp) * 1.1175
plot(short5, color=#30c149, offset=offset_inp, title="x5 Short Liquidation")

// ===Hghlight Line touches===
bcolor1 = (crossover(high, short20)) ? color(#d69c38, 80) : (crossunder(low, long20)) ? color(#beed53, 80) : na
bcolor2 = (crossover(high, short10)) ? color(#d66c38, 70) : (crossunder(low, long10)) ? color(#39d65b, 70) : na
bcolor3 = (crossover(high, short5)) ? color(#d64538, 50) : (crossunder(low, long5)) ? color(#34c152, 50) : na
bgcolor(highlightTouch20 ? bcolor1 : na)
bgcolor(highlightTouch10 ? bcolor2 : na)
bgcolor(highlightTouch5 ? bcolor3 : na)