// ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄ ▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄

▄▄▄▄▄▄▄▄▄▄
//▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░▌ ▐░▌ ▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌
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//▐░█▀▀▀▀▀▀▀▀▀ ▀▀▀▀█░█▀▀▀▀ ▐░▌ ▐░▌ ▐░█▀▀▀▀▀▀▀█░▌ ▀▀▀▀█░█▀▀▀▀
▐░█▀▀▀▀▀▀▀█░▌
//▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌
//▐░█▄▄▄▄▄▄▄▄▄ ▐░▌ ▐░▌ ▐░▌ ▐░█▄▄▄▄▄▄▄█░▌ ▐░▌ ▐░▌
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//▐░░░░░░░░░░░▌ ▐░▌ ▐░▌ ▐░▌ ▐░░░░░░░░░░░▌ ▐░▌ ▐░▌
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// ▀▀▀▀▀▀▀▀▀█░▌ ▐░▌ ▐░▌ ▐░▌ ▐░█▀▀▀▀▀▀▀▀▀ ▐░▌ ▐░▌
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// ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
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// ▄▄▄▄▄▄▄▄▄█░▌ ▄ ▐░▌ ▄ ▐░█▄▄▄▄▄▄▄█░▌ ▄ ▐░▌ ▄ ▄▄▄▄█░█▄▄▄▄ ▄
▐░█▄▄▄▄▄▄▄█░▌▄
//▐░░░░░░░░░░░▌▐░▌ ▐░▌▐░▌ ▐░░░░░░░░░░░▌▐░▌▐░▌▐░▌
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// ▀▀▀▀▀▀▀▀▀▀▀ ▀ ▀ ▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀ ▀ ▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀
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//
// ▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄▄▄▄▄▄▄▄▄▄ ▄▄
▄
//▐░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░▌
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//▐░█▀▀▀▀▀▀▀█░▌▀▀▀▀█░█▀▀▀▀ ▀▀▀▀█░█▀▀▀▀ ▐░█▀▀▀▀▀▀▀▀▀ ▐░█▀▀▀▀▀▀▀█░▌ ▀▀▀▀█░█▀▀▀▀
▐░▌░▌ ▐░▌
//▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌▐░▌ ▐░▌
//▐░█▄▄▄▄▄▄▄█░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌ ▐░▌
//▐░░░░░░░░░░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌ ▐░▌
//▐░█▀▀▀▀▀▀▀█░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌ ▐░▌
//▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌ ▐░▌
▐░▌▐░▌
//▐░█▄▄▄▄▄▄▄█░▌▄▄▄▄█░█▄▄▄▄ ▐░▌ ▐░█▄▄▄▄▄▄▄▄▄ ▐░█▄▄▄▄▄▄▄█░▌ ▄▄▄▄█░█▄▄▄▄ ▐░▌
▐░▐░▌
//▐░░░░░░░░░░▌▐░░░░░░░░░░░▌ ▐░▌ ▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░░░░░░░░░░░▌▐░▌
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// ▀▀▀▀▀▀▀▀▀▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀▀▀▀▀▀▀▀▀▀▀ ▀
▀▀

//
// S.UPER T.REND U.LTIMATE P.ROJECT I.NTELLIGENT D.ESIGN
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
at https://mozilla.org/MPL/2.0/
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0
International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// Over 1000 indicator were referenced, credit goes to EACH AND EVERY CREATOR ON
TRADINGVIEW. It is impossible to list everyone. Thus, everyone gets credit.
// Extra Credit to old-school SMA traders who dont know about zero-lag, everget,
TJ_667, and veryfid, Matthew ("Dr Chaos") Kennel and steffenrg; modified by ©
Stupid_Bitcoin 2024
// The S.imple A.verage M.oving M.oney I.ndex (or) S.A.M.M.I is based on the Simple
SMA trading style, but using zero-lag moving averages
// S.imple A.verage M.oving M.oney I.ndex
// The summary of this code is work done by @ Stupid_Bitcoin 2024 and beyond.
// S.T.U.P.I.D. Donations ~ paypal ~ djyourstory@gmail.com

// A Market Maker and Casino are identical. They do not change the game.
// They understand your indicator, or your mind-set will keep changing.
// The Human Brain can not make a security call to the asset, but AI can.
// A majority of popular indicators are old, regardless of ratings.
// Many of these indicators can not upgrade into Version 5 of Pine Script.
// Before indicator design the 13 TEMA, 66 DEMA, created a tested trading
foundation.

// What is S.T.U.P.I.D.? AI reviewed and reported on every trading view indicator

video published to YouTube.
// Next, AI parsed most major YouTube stock/crypto channels into a key-word
language model.
// Human brains analyzed the AI results using Six Sigma.
// Six Sigma is priority based risk management to reduce errors.
// Next, We added Hoffman IRBs', Nikola Tesla Math, Game Theory.
// What is Robert J. Hoffman Award Winning Wick retracement? He can explain it to
you.
// His method merged with PVSRA to increase in profitability.
// PVSRA is a 200% fixed volume trigger with 4 stages of color.
// S.T.U.P.I.D. Vector candles are the result of PVSRA improvement. They use 12
triggers, plus color compression.
// Next, retail traders can not control paraxial errors. They make approximations
to a chart, which produce false signals.
// Removing data sources, like influences producing paraxial errors, increased
winning trade experiences.
// Next, the methodology considers the bad habits of retail traders.
// Next, a Game Theory model emerged. It uses the OODA loop, platonic dice theory,
and blackjack basic strategy.
// Example 1, alter Fibonacci numbers with Tesla values. The result in gaming and
trading, is more winning experiences.
// Example 2, entry/exit on rounded dollar values of 333 or 666, result in more
winning trades than 250/500/750.
// Proper numbers (generally are):
1,3,5,6,9,11,13,18,21,22,24,26,33,36,39,44,48,52,63,66,77,88,96,99,111,144,163,188,
199,222,333,369,396,444,555,639,666,693,777,888,936,963,993,996,999
// Six Sigma reallocates all prior data for development of 100 indicators.
// Each indicator was tested using Bitcoin.
// Development back tested over 3000 variations of code sequencing.
// Development defined edge cases using game theory. Six Sigma again filtered the
indicator data.
// Two-thirds of the indicators built, got eliminated. Out of 100 indicators the
top 33 remain.

// About S.T.U.P.I.D. Vector Candles

// Vector Candles enhance the old PVSRA, using six sigma.
// Price action is the candle. Volume explains how price action happens.
// Support and Resistance are not target points, they are broad areas.
// Color plays a critical role, reducing the number of charts to consult.
// It prevents eye strain, reduces mental mathematics, and presents 1000s of data
points.
// Over 12 stages of buying and selling volume are shown using color, and the
absence of color.
// Vector candle can encode the wick with volume data, based on color.
// Color Compression lookback is used to verify vector candle recovery.
// During recovery or the absence of volume, the color is absent from the candle
body.
// Chart data using vector colors will reflect these same values.
// Vector candles will display trigger volume on multi-stage candle sweeps.

// S.T.U.P.I.D. Disclaimer
// Game Theory proves the psychology of printing winning results will attract
criminals. It IS NOT suggested for indicator design.
// However, at the same time private use of printing winning rates on chart, will
expose that win rates vary by exchange.
// For example, "Exchange A" on every time frame posts better than an 80% win
rate.
// On the same asset and time frames "Exchange B" is 3% to 6% lower win rate, who
might claim to have "lower fees" than Exchange A.
// Private use of AI enhances scam detection and can catch criminals who exploit
the markets.
// However, errors may be present, pine script has limitations, I am not perfect,
everything is random, and each individual uses trading data differently.

// Information contained in (Super Trend Ultimate Project Intelligent Design) or

S.T.U.P.I.D does not constitute financial advice or a solicitation to buy or sell
any securities of any type.
// Open Source code, or its publisher, does not accept liability for any loss or
damage, including without limitation any loss of profit, which may arise directly
or indirectly from the use of
// or reliance on such information. All investments involve risk. Investors are
fully responsible for all decisions they make.
// My open source code is for educational purposes.
// © Stupid_Bitcoin

//@version=5
indicator("S.A.M.M.I 🤖 VWAP SB[ɅI]", overlay=true, max_labels_count = 500,
max_lines_count = 500, max_boxes_count = 500, max_bars_back = 5000, timeframe='')

string GROUP_PLS = 'Labels'

bool showLabelsPriceScaleInput = input.bool(false, 'Show Labels on Price
Scale.', tooltip="", group=GROUP_PLS)
// options
labelDisplay = showLabelsPriceScaleInput ? display.all : display.pane // , editable
= false, display=labelDisplay)

// Simple Vector Candles

vlength = input.int(9, 'Vector Candle Volume Lookback', minval=3)
avrg = ta.vwma(volume, vlength)
vold0 = volume > avrg * 1.88 and close < open
vold1 = volume > avrg * 1.44 and volume <= avrg * 1.87 and close < open
vold2 = volume > avrg * 1.22 and volume <= avrg * 1.43 and close < open
vold3 = volume >= avrg * 0.90 and volume <= avrg * 1.21 and close < open
vold4 = volume < avrg * 0.60 and volume <= avrg * 0.89 and close < open
vold5 = volume < avrg * 0.30 and close < open

volu0 = volume > avrg * 1.88 and close > open,

volu1 = volume > avrg * 1.44 and volume <= avrg * 1.87 and close > open
volu2 = volume > avrg * 1.44 and volume <= avrg * 1.43 and close > open
volu3 = volume >= avrg * 0.90 and volume <= avrg * 1.21 and close > open
volu4 = volume < avrg * 0.60 and volume <= avrg * 0.89 and close > open
volu5 = volume < avrg * 0.30 and close < open

cold0 = color.rgb(200, 0, 255, 11)

cold1 = color.rgb(180, 0, 255, 22)
cold2 = color.rgb(160, 0, 255, 33)
cold3 = color.rgb(140, 0, 255, 44)
cold4 = color.rgb(120, 0, 255, 55)
cold5 = color.rgb(100, 0, 255, 66)

colu0 = color.rgb(0, 255, 200, 11)

colu1 = color.rgb(0, 225, 160, 22)
colu2 = color.rgb(0, 205, 140, 33)
colu3 = color.rgb(0, 195, 120, 44)
colu4 = color.rgb(0, 185, 100, 55)
colu5 = color.rgb(0, 175, 100, 66)

pumpup = not volu5 and not volu4 and not volu3 and ta.crossover(close, ohlc4) and
volume>avrg and barstate.isconfirmed and volume>volume[1] and (close-low)/(high-
low)>0.6
pumpdown = not vold5 and not vold4 and not vold3 and ta.crossunder(close, hlcc4)
and volume>avrg and barstate.isconfirmed and volume>volume[1] and
(close-low)/(high-low)<0.6

color_1 = vold0 ? cold0 : vold1 ? cold1 : vold2 ? cold2 : vold3 ? cold3 : vold4 ?
cold4 : vold5 ? cold5 : volu0 ? colu0 : volu1 ? colu1 : volu2 ? colu2 : volu3 ?
colu3 : volu4 ? colu4 : volu5 ? colu5 : na

plotcandle(open, high, low, close, title=' Vector Candle', color=(open < close) ?
color_1 : color_1, wickcolor=color_1, bordercolor=color_1, editable = false,
display=labelDisplay)

// S.imple A.verage M.oving M.oney I.ndex

import TradingView/ta/7
zlength = input(title='SMA', defval=188)
z2length = ta.sma(hl2, 200)
z3length = ta.sma(hl2, 50)
mfi = ta.mfi(hl2, 188)
zoffset = input(title='Offset', defval=-1)
zsrc = hl2
lsma1 = ta.linreg(zsrc, zlength, zoffset)
lsma2 = ta.linreg(z3length, zlength, zoffset)
lsma3 = ta.linreg(z2length, zlength, zoffset)
eq1 = z3length - z2length + mfi
zerosma = z3length + eq1 * 0.11

var GRP1 = "VWAP" //VWAP INPUTS

_len = input(18, 'VWAP 18 Length', group = GRP1)
HTF = input.timeframe("15", "Resolution", group = GRP1)
showStd = input(true, 'Show Deviations', group = GRP1)
fill_bands = input(false, 'Fill Std Dev bands')
stDevMultiplier_1 = input(0.3, "StDev mult 1", group = GRP1)
stDevMultiplier_2 = input(0.6, "StDev mult 2", group = GRP1)
stDevMultiplier_3 = input(0.9, "StDev mult 2", group = GRP1)
var GRP2 = "HTF PARAMETERS"
HTF_switch = input(true, "Use HTF input", group = GRP2)
HTFRepaints = input(false, "Allow HTF Repainting", group = GRP2)
HTF_Smooth = input(true, "Smooth Higher Timeframes", group = GRP2)
HTF_Smooth_len = input.int(3, "Smoothing Factor", minval = 1, group = GRP2)

var string calcGroup = 'Perfect Risk' // Risk Signals

length = input.int(title='Three', defval=3, group=calcGroup)
mult = input.float(title='Pi Multiplier', step=0.1, defval=3.14, group=calcGroup)
useClose = input.bool(title='Use Close Price for Extremums', defval=true,
group=calcGroup)

var string visualGroup = 'Visuals'

showLabels = input.bool(title='Show $', defval=true, group=visualGroup)
highlightState = input.bool(title='Highlight State', defval=true,
group=visualGroup)

var string alertGroup = 'Alerts'

awaitBarConfirmation = input.bool(title="Await Bar Confirmation", defval=false,
group=alertGroup)

// Zero Lag Predictive Average Movement

LongPeriod = 188.8
ShortPeriod = 166.6
ExtraTimeForward = 3.3
// Zero Lag Predictive Moving Average Logic and Plot
p1 = 4.1 / (LongPeriod + 1.0)
p3 = 2.1 / (ShortPeriod - 1.0)
q1 = (LongPeriod - 1.0) / 2.0
q3 = (ShortPeriod + 1.0) * 2.0
t = LongPeriod / ExtraTimeForward
ma1 = hl2
ma3 = ma1
val = ma1
slope1 = ma1
predict = ma1
ExtBuffer = ma1
for i = 1 to LongPeriod by 1
val := close[i]
ma1 := p1 * val + (1.0 - p1) * ma1
ma3 := p3 * val + (1.0 - p3) * ma3
slope1 := (ma3 - ma1) / (q1 - q3)
predict := ma3 + slope1 * t
ExtBuffer := predict
ExtBuffer
// zlPMA Plot
plot(ExtBuffer, color=close > ExtBuffer ? color.rgb(0, 255, 200, 11) :
color.rgb(200, 0, 255, 11), offset = -24, linewidth=1, editable = false,
display=labelDisplay)
// SAMMI Plot
zcolorchange = true
zColor = zcolorchange ? z2length > z3length[1] ? color.rgb(200, 0, 255, 75) :
color.rgb(0, 255, 200, 85) : color.rgb(255, 255, 255, 33)
plot(zerosma, title='SAMMIzl', linewidth=22, color=zColor, editable = false,
display=labelDisplay)

// Rolling VWAP Fractal

computeVWAP(src, vol, len, stDevMultiplier1, stDevMultiplier2, stDevMultiplier3) =>
sumSrcVol = 0.001
sumVol = 0.001
sumSrcSrcVol = 0.001
for i = 1 to len - 1 by 1
sumSrcVol := vol[i] + sumSrcVol
sumVol := vol[i] * src[i] + sumVol
sumSrcSrcVol := vol[i] * math.pow(src[i], 2) + sumSrcSrcVol
sumSrcSrcVol

_vwap = sumVol / sumSrcVol

 variance = sumSrcSrcVol / sumSrcVol - math.pow(_vwap, 2)
variance := variance < 0 ? 0 : variance
stDev = math.sqrt(variance)

upperBand3 = _vwap + stDev * stDevMultiplier3

upperBand2 = _vwap + stDev * stDevMultiplier2
upperBand1 = _vwap + stDev * stDevMultiplier1
lowerBand1 = _vwap - stDev * stDevMultiplier1
lowerBand2 = _vwap - stDev * stDevMultiplier2
lowerBand3 = _vwap - stDev * stDevMultiplier3

[_vwap, upperBand3, upperBand2, upperBand1, lowerBand1, lowerBand2,

lowerBand3 ]

// ————— Converts current "timeframe.multiplier" plus the TF into minutes of type

float.
f_resInMinutes() =>
_resInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1. / 60. :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 1440. :
timeframe.isweekly ? 10080. :
timeframe.ismonthly ? 43800. : na)

// ————— Returns resolution of _resolution period in minutes.

f_tfResInMinutes(_res) =>
// _res: resolution of any TF (in "timeframe.period" string format).
request.security(syminfo.tickerid, _res, f_resInMinutes())

// Returns the theoretical numbers of current chart bars in the given target HTF
resolution (note that this number maybe very different from actual number on
certain symbols).
f_theoreticalDilationOf(_res) =>
// _res: resolution of any TF (in "timeframe.period" string format).
f_tfResInMinutes(_res) / f_resInMinutes()

//

// VWAP Logic
src = hl2
vol = ta.vwap(volume) * 0.0016
_mult = f_theoreticalDilationOf(HTF)
// ---------- RVWAP ---------- //
[rVWAP, stup3, stup2, stup1, stdn1, stdn2, stdn3] = computeVWAP(src, vol,
HTF_switch ? _len : _len * _mult, stDevMultiplier_1, stDevMultiplier_2,
stDevMultiplier_3)
vHtfSmoothLen = math.max(1, _len / HTF_Smooth_len)
rVWAP_out = not HTF_switch ? rVWAP : HTFRepaints ?
request.security(syminfo.tickerid, HTF, rVWAP) : request.security(syminfo.tickerid,
HTF, rVWAP[1], lookahead = barmerge.lookahead_on)
rVWAP_out := HTF_switch and HTF_Smooth ? ta.sma(ta.wma(ta.rma(rVWAP_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : rVWAP_out
stup3_out = not HTF_switch ? stup3 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stup3) : request.security(syminfo.tickerid,
HTF, stup3[1], lookahead = barmerge.lookahead_on)
stup3_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stup3_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stup3_out
stup2_out = not HTF_switch ? stup2 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stup2) : request.security(syminfo.tickerid,
HTF, stup2[1], lookahead = barmerge.lookahead_on)
stup2_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stup2_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stup2_out
stup1_out = not HTF_switch ? stup1 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stup1) : request.security(syminfo.tickerid,
HTF, stup1[1], lookahead = barmerge.lookahead_on)
stup1_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stup1_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stup1_out
stdn1_out = not HTF_switch ? stdn1 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stdn1) : request.security(syminfo.tickerid,
HTF, stdn1[1], lookahead = barmerge.lookahead_on)
stdn1_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stdn1_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stdn1_out
stdn2_out = not HTF_switch ? stdn2 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stdn2) : request.security(syminfo.tickerid,
HTF, stdn2[1], lookahead = barmerge.lookahead_on)
stdn2_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stdn2_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stdn2_out
stdn3_out = not HTF_switch ? stdn3 : HTFRepaints ?
request.security(syminfo.tickerid, HTF, stdn3) : request.security(syminfo.tickerid,
HTF, stdn3[1], lookahead = barmerge.lookahead_on)
stdn3_out := HTF_switch and HTF_Smooth ? ta.sma(ta.ema(ta.ema(stdn3_out,
vHtfSmoothLen), vHtfSmoothLen), vHtfSmoothLen) : stdn3_out

// ---------- VWAP Plots ---------- //

fill_colup = color.rgb(0, 0, 0, 100)
fill_colmid = color.rgb(0, 0, 0, 100)
fill_coldown = color.rgb(0, 0, 0, 100)
rVWAP_col = not HTF_switch ? hl2 > rVWAP ? color.rgb(0, 240, 255, 25) :
color.rgb(140, 0, 255, 25) : hl2 > rVWAP_out ? color.rgb(0, 240, 255, 25) :
color.rgb(140, 0, 255, 25)
Mid = plot(rVWAP_out, color = rVWAP_col, style=plot.style_line, linewidth=0,
editable = false, display=labelDisplay)
s3up_A = plot(showStd ? stup3_out : na, title='VWAP - STDEV 3U',
color=color.rgb(102, 63, 152, 75), style=plot.style_stepline, linewidth=2, editable
= false, display=labelDisplay)
s2up_A = plot(showStd ? stup2_out : na, title='VWAP - STDEV 2U',
color=color.rgb(102, 63, 152, 70), style=plot.style_stepline, linewidth=2, editable
= false, display=labelDisplay)
s1up_A = plot(showStd ? stup1_out : na, title='VWAP - STDEV 1U',
color=color.rgb(102, 63, 152, 65), style=plot.style_stepline, linewidth=2, editable
= false, display=labelDisplay)
s1dn_A = plot(showStd ? stdn1_out : na, title='VWAP - STDEV 1D',
color=color.rgb(102, 149, 163, 65), style=plot.style_stepline, linewidth=2,
editable = false, display=labelDisplay)
s2dn_A = plot(showStd ? stdn2_out : na, title='VWAP - STDEV 2D',
color=color.rgb(102, 149, 163, 70), style=plot.style_stepline, linewidth=2,
editable = false, display=labelDisplay)
s3dn_A = plot(showStd ? stdn3_out : na, title='VWAP - STDEV 3D',
color=color.rgb(102, 149, 163, 75), style=plot.style_stepline, linewidth=2,
editable = false, display=labelDisplay)

fill(s3up_A, s1up_A, color = fill_bands ? fill_colup : na)

fill(s2up_A, s1up_A, color = fill_bands ? fill_colup : na)
fill(s1up_A, Mid, color = fill_bands ? fill_colmid : na)
fill(s1dn_A, Mid, color = fill_bands ? fill_colmid : na)
fill(s2dn_A, s1dn_A, color = fill_bands ? fill_coldown : na)
fill(s3dn_A, s1dn_A, color = fill_bands ? fill_coldown : na)
//
// Risk Signals Logic
atr = mult * ta.atr(length)
longStop = (useClose ? ta.highest(ohlc4, length) : ta.highest(length)) - atr
longStopPrev = nz(longStop[1], longStop)
longStop := not volu5 and close[1] > longStopPrev ? math.max(longStop,
longStopPrev) : longStop
shortStop = (useClose ? ta.lowest(hlcc4, length) : ta.lowest(length)) + atr
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := not vold5 and open[1] < shortStopPrev ? math.min(shortStop,
shortStopPrev) : shortStop

var int dir = 1

dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir
var color longFillColor = color.rgb(0, 240, 255, 85)
var color shortFillColor = color.rgb(140, 0, 255, 75)
midPricePlot = plot(ohlc4, title='', style=plot.style_line, linewidth=0,
display=display.none, editable=false)
longStateFillColor = highlightState ? dir == 1 ? longFillColor : na : na
shortStateFillColor = highlightState ? dir == -1 ? shortFillColor : na : na

// Risk Signals Plot

longStopPlot = plot(dir == 1 ? longStop : na, title='Long Stop',
style=plot.style_linebr, linewidth=1, color=color.new(longFillColor, 50), editable
= false, display=labelDisplay)
buySignal = not volu5 and dir == 1 and dir[1] == -1
shortStopPlot = plot(dir == 1 ? na : shortStop, title='Short Stop',
style=plot.style_linebr, linewidth=1, color=color.new(shortFillColor, 50), editable
= false, display=labelDisplay)
sellSignal = not vold5 and dir == -1 and dir[1] == 1

plotshape(pumpup, title='volUP', location=location.belowbar, style=shape.circle,

color=color_1)
plotshape(buySignal ? longStop : na, title='Trade Start',
location=location.belowbar, style=shape.diamond, size=size.tiny, color=color_1)
plotshape(buySignal and showLabels ? longStop : na, title='Enter', text='$',
location=location.belowbar, style=shape.diamond, size=size.tiny,
color=color.new(longFillColor, 70), textcolor=color_1)

plotshape(pumpdown, title='volDN', location=location.abovebar, style=shape.circle,

color=color_1)
plotshape(sellSignal ? shortStop : na, title='Trade Start',
location=location.abovebar, style=shape.diamond, size=size.tiny, color=color_1)
plotshape(sellSignal and showLabels ? shortStop : na, title='Exit', text='$',
location=location.abovebar, style=shape.diamond, size=size.tiny,
color=color.new(longFillColor, 70), textcolor=color_1)

fill(midPricePlot, longStopPlot, title='Long Fill', color=longStateFillColor)

fill(midPricePlot, shortStopPlot, title='Short Fill', color=shortStateFillColor)
//