//@version=2
study(title="Flunki Light 3 band prev VWAP", shorttitle="Flunki Lights 3 band prev VWAP", overlay=true)
off=input(defval=0, title="Offset")
mult=input(defval=1.000, title="Cross Multiplier Band", step=0.001)
imult=input(defval=10.000, title="Circle Multiplier Band", step=0.001)
mmult=input(defval=1.000, title="3rd Multiplier Band", step=0.001)
lw=input(defval=10, title="Cross Icon Size")
lwc=input(defval=10, title="Circle Icon Size")
lwm=input(defval=10, title="3rd Band Icon Size")
//Band 1
awap =vwap
bwap=vwap(awap)*mult
cwap=vwap(bwap)*mult
dwap=vwap(cwap)*mult
ewap=vwap(dwap)*mult
fwap=vwap(ewap)*mult
a=plot(awap, color=black, transp=0, linewidth=2, offset=off)
b=plot(bwap, color=blue, transp=100, linewidth=2, offset=off)
c=plot(cwap, color=aqua, transp=100, linewidth=2, offset=off)
d=plot(dwap, color=yellow, transp=100, linewidth=2, offset=off)
e=plot(ewap, color=orange, transp=100, linewidth=2, offset=off)
f=plot(fwap, color=silver transp=0, linewidth=1, offset=off, color=red)
fill(a,b, color=blue)
fill(b,c, color=aqua)
fill(c,d, color=yellow)
fill(d,e, color=orange)
fill(e,f, color=red)
//Band 2
iawap =vwap
ibwap=vwap(iawap)*imult
icwap=vwap(ibwap)*imult
idwap=vwap(icwap)*imult
iewap=vwap(idwap)*imult
ifwap=vwap(iewap)*imult
ia=plot(iawap, color=black, transp=0, linewidth=2, offset=off)
ib=plot(ibwap, color=blue, transp=100, linewidth=2, offset=off)
ic=plot(icwap, color=aqua, transp=100, linewidth=2, offset=off)
id=plot(idwap, color=yellow, transp=100, linewidth=2, offset=off)
ie=plot(iewap, color=orange, transp=100, linewidth=2, offset=off)
ff=plot(ifwap, color=silver, transp=0, linewidth=1, offset=off)
fill(ia,ib, color=blue)
fill(ib,ic, color=aqua)
fill(ic,id, color=yellow)
fill(id,ie, color=orange)
fill(ie,ff, color=red)
//Band 3
mawap =vwap
mbwap=vwap(mawap)*mmult
mcwap=vwap(mbwap)*mmult
mdwap=vwap(mcwap)*mmult
mewap=vwap(mdwap)*mmult
mfwap=vwap(mewap)*mmult
ma=plot(mawap, color=black, transp=0, linewidth=2, offset=off)
mb=plot(mbwap, color=blue, transp=100, linewidth=2, offset=off)
mc=plot(mcwap, color=aqua, transp=100, linewidth=2, offset=off)
md=plot(mdwap, color=yellow, transp=100, linewidth=2, offset=off)
me=plot(mewap, color=orange, transp=100, linewidth=2, offset=off)
mf=plot(mfwap, color=silver, transp=0, linewidth=1, offset=off)
fill(ma,ib, color=blue)
fill(mb,ic, color=aqua)
fill(mc,id, color=yellow)
fill(md,ie, color=orange)
fill(me,ff, color=red)
plot(cross(awap, fwap) ? vwap : na, style = cross, linewidth = lw, transp=0, color=silver)
plot(cross(iawap, ifwap) ? vwap : na, style = circles, linewidth = lwc, transp=0, color=silver)
plot(cross(mawap, mfwap) ? vwap : na, style = circles, linewidth = lwm, transp=0, color=silver)
//band 1
plot(crossover(awap, bwap) ? vwap : na, style = cross, linewidth = lw, transp=0, color=green)
plot(crossunder(awap, bwap) ? vwap : na, style = cross, linewidth = lw, transp=0, color=red)
//band 2
plot(crossover(iawap, ibwap) ? vwap : na, style = circles, linewidth = lwc, transp=0, color=green)
plot(crossunder(iawap, ibwap) ? vwap : na, style = circles, linewidth = lwc, transp=0, color=red)
//band 3
plot(crossover(mawap, mbwap) ? vwap : na, style = circles, linewidth = lwm, transp=0, color=green)
plot(crossunder(mawap, mbwap) ? vwap : na, style = circles, linewidth = lwm, transp=0, color=red)
//previous vwap level
showPrevVWAP = input(true, type=bool, title="Show previous VWAP")
ColorSrc=input(close, title="Source")
price=ColorSrc
AltTf=input(defval="D", title="Alternaive Timeframe for Previous VWAP / Bar Colours ?")
start = security(tickerid, AltTf, 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))
prevwap = iff(newSession, myvwap[1], prevwap[1])
plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)