BBofVWAP with entry at Pivot Point

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ediks123
//@version=4
strategy("BBofVWAP with entry at Pivot Point", overlay=false, pyramiding=1,   default_qty_type=strategy.percent_of_equity,  default_qty_value=20, initial_capital=10000, currency=currency.USD)  //default_qty_value=10, default_qty_type=strategy.fixed,
// Function outputs 1 when it's the first bar of the D/W/M/Y
is_newbar(res) =>
    ch = 0
    if(res == 'Y')
        t  = year(time('D'))
        ch := change(t) != 0 ? 1 : 0
    else
        t = time(res)
        ch := change(t) != 0 ? 1 : 0
    ch
//variables BEGIN
//smaLength=input(200,title="Slow MA Length")
bbLength=input(50,title="BB Length")  
//bbsrc = input(close, title="BB Source")
mult = input(2.0, minval=0.001, maxval=50, title="StdDev")
offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)
pp_period = input(title = "Pivot Period", type=input.string, defval="Week", options = ['Day', 'Week'])
pp_res = pp_period == 'Day' ? 'D' : pp_period == 'Week' ? 'W' : pp_period == 'Month' ? 'M' : 'Y' 
riskCapital = input(title="Risk % of capital", defval=10, minval=1)
stopLoss=input(5,title="Stop Loss",minval=1)
partialExitOnIndicator=input(title = "Partial Exit with VWAP or  Fib R3", defval="VWAP_crossunder_upperBB", options = ['VWAP_crossunder_upperBB', 'VWAP_crossover_FibR3','VWAP_crossunder_FibR3'])
sma200=sma(close,200)
plot(sma200, title="SMA 200", color=color.orange)
myVwap=vwap(hlc3)
//weekly vwap
//myVwap=security(syminfo.tickerid, 'W', vwap)
//bollinger calculation
basis = sma(myVwap, bbLength)
dev = mult * stdev(myVwap, bbLength)
upperBand = basis + dev
lowerBand = basis - dev
//plot bb
plot(basis, "Basis", color=color.teal, style=plot.style_circles , offset = offset)
p1 = plot(upperBand, "Upper", color=color.teal, offset = offset)
p2 = plot(lowerBand, "Lower", color=color.teal, offset = offset)
fill(p1, p2, title = "Background", color=color.teal, transp=95)
plot(myVwap, title="VWAP", color=color.purple)
//plot(myVwapW, title="VWAPWeekly", color=color.orange)
//pivot points 
// Calc High
high_cur = 0.0
high_cur := is_newbar(pp_res) ? high : max(high_cur[1], high)
phigh = 0.0
phigh := is_newbar(pp_res) ? high_cur[1] : phigh[1]
// Calc Low
low_cur = 0.0
low_cur := is_newbar(pp_res) ? low : min(low_cur[1], low)
plow = 0.0
plow := is_newbar(pp_res) ? low_cur[1] : plow[1]
// Calc Close
pclose = 0.0
pclose := is_newbar(pp_res) ? close[1] : pclose[1]
// CALCULATE fibonacci pivots //
vPP = (phigh + plow + pclose) / 3
//vPP = (phigh + plow + pclose) / 3
vR1 = vPP + (phigh - plow) * 0.382
vS1 = vPP - (phigh - plow) * 0.382
vR2 = vPP + (phigh - plow) * 0.618
vS2 = vPP - (phigh - plow) * 0.618
vR3 = vPP + (phigh - plow) * 1.000
vS3 = vPP - (phigh - plow) * 1.000
  
// CALCULATE fibonacci pivots //
//pivot points
//Entry--
//Echeck how many units can be purchased based on risk manage ment and stop loss
qty1 = (strategy.equity  * riskCapital / 100 ) /  (close*stopLoss/100)  
//check if cash is sufficient  to buy qty1  , if capital not available use the available capital only
qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1
strategy.entry(id="BB_VWAP_PP",long=true, qty=qty1, when=   crossover(myVwap,basis)  and close>=vPP  )
bgcolor(strategy.position_size>=1?color.blue:na, transp=75)
barcolor(strategy.position_size>=1?color.green:na)
stopLossVal=  strategy.position_size>=1 ?  close * (1 - (stopLoss*0.01) ) : 0.00
//partial exit
//strategy.close(id="BBofVwap", qty=strategy.position_size/3, when=crossunder(myVwap,upperBand) and strategy.position_size>=1 )  //and close>strategy.position_avg_price)
//exit on lowerband or stoploss 
if(partialExitOnIndicator=="VWAP_crossunder_upperBB")
    strategy.close(id="BB_VWAP_PP", comment="PExtonVWAP" , qty=strategy.position_size/3, when= crossunder(myVwap,upperBand) and strategy.position_size>=1 and close>strategy.position_avg_price)  //
else if (partialExitOnIndicator=="VWAP_crossover_FibR3")
    strategy.close(id="BB_VWAP_PP", comment="PExtonFibR3" , qty=strategy.position_size/3, when= crossover(myVwap,vR3)  and strategy.position_size>=1 and close>strategy.position_avg_price)  //  or  (close[1]<vR3[1] and close>vR3[1] )
else if (partialExitOnIndicator=="VWAP_crossunder_FibR3")
    strategy.close(id="BB_VWAP_PP", comment="PExtonFibR3" , qty=strategy.position_size/3, when= crossunder(myVwap,vR3) and strategy.position_size>=1 and close>strategy.position_avg_price)  //
strategy.close(id="BB_VWAP_PP", comment="Exit All", when=crossunder(myVwap,lowerBand) and strategy.position_size>=1 )
//strategy.close(id="BBofVwapWithFibPivot", comment="Exit All", when=crossunder(close,vPP) and strategy.position_size>=1 )
strategy.close(id="BB_VWAP_PP", comment="Stop Loss Exit", when=crossunder(close,stopLossVal) and strategy.position_size>=1 )
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