Gary - Levels

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © goodgains


//@version=5
indicator("Gary - Levels", overlay = true)

// @keywords: session-vwap, rth-vwap, full-session-vwap, overnight-high-low, rth-session-lines, session-background, custom-vwap-calc, ny-session-times, extending-session-lines, multi-session-overlay, fs-vwap-trend, overnight-range, rth-range-box, equity-session-markers, anchored-vwap-periods, time-based-vwap-reset, line-extension, session-highlighting, institutional-levels, market-hours-zones


// rth vwap settings
use_rth_vwap    = input.bool(true, title = 'RTH VWAP', group = 'RTH VWAP', inline = '1')
rth_vwap_sess   = input.session('0930-1600', title = '', group = 'RTH VWAP', inline = '1')


// vwap settings
use_fs_vwap     = input.bool(true, title = 'FS VWAP', group = 'VWAP', inline = '1')
fs_vwap_sess    = input.session('1600-1559', title = '', group = 'VWAP', inline = '1')


// on lines
use_on          = input.bool(true, title = 'ON Lines/Labels', group = 'Overnight', inline = '1')
on_sess         = input.session('1800-0930', title = '', group = 'Overnight', inline = '1')

// rth lines
use_rth         = input.bool(true, title = 'RTH Lines/Labels', group = 'RTH', inline = '1')
rth_sess        = input.session('0930-1600', title = '', group = 'RTH', inline = '1')






f_vwap(src, is_time) =>
    var float sumSrcVol     = na
    var float sumVol        = na
    var float sumSrcSrcVol  = na

    isNewPeriod     = is_time and not is_time[1]
    sumSrcVol       := isNewPeriod ? src * volume : src * volume + sumSrcVol[1]
    sumVol          := isNewPeriod ? volume : volume + sumVol[1]
    sumSrcSrcVol    := isNewPeriod ? volume * math.pow(src, 2) : volume * math.pow(src, 2) + sumSrcSrcVol[1]
    _vwap           = not is_time ? na : sumSrcVol / sumVol

    _vwap    



f_draw_lines(is_sess, sess_css, sess_thick) =>
    var float sess_high     = na
    var float sess_low      = na

    var line line_high      = na
    var line line_low       = na

    if not is_sess
        false
    else
        if not is_sess[1]
            sess_high   := high
            sess_low    := low

            line_high := line.new(time, sess_high, time+1, sess_high, xloc = xloc.bar_time,
             extend = extend.none, color = sess_css, width = sess_thick)
            line_low := line.new(time, sess_low, time+1, sess_low, xloc = xloc.bar_time,
             extend = extend.none, color = sess_css, width = sess_thick)
            false
        else
            sess_high   := math.max(sess_high[1], high)
            sess_low    := math.min(sess_low[1], low)

            line.set_x2(line_high, time)
            line.set_x2(line_low, time)
            line.set_y1(line_high, sess_high)
            line.set_y2(line_high, sess_high)
            line.set_y1(line_low, sess_low)
            line.set_y2(line_low, sess_low)
            false



// calc rth vwap
is_rth      = time(timeframe.period, rth_vwap_sess, 'America/New_York')
rth_vwap    = use_rth_vwap ? f_vwap(close, is_rth) : na
plot(rth_vwap, title = 'RTH VWAP', style = plot.style_linebr, color = color.rgb(89, 96, 101, 39))


// calc fs vwap
is_fs       = time(timeframe.period, fs_vwap_sess, 'America/New_York')
fs_vwap     = use_fs_vwap ? f_vwap(close, is_fs) : na
plot(fs_vwap, title = 'FS VWAP', style = plot.style_linebr,
 color = fs_vwap > fs_vwap[3] ? color.rgb(0, 205, 185, 55) : color.rgb(255, 0, 0, 49))



// previous day labels





// calc on lines
is_on       = time(timeframe.period, on_sess, 'America/New_York')
f_draw_lines(is_on, color.new(#48505a, 30), 1)
bgcolor(is_on ? color.new(#48505a,82) : na)


// calc rth lines
f_draw_lines(is_rth, color.new(#48505a, 30), 3)



// custom vp






// if barstate.islast
//     label.new(chart.right_visible_bar_time, 4600, text = 'testint123', xloc = xloc.bar_time)