VWAP Basic

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Ported from pinescript-agents/examples/simple/vwap-basic.pine for local testing in pinescripts-collections.

//@version=6
indicator("VWAP Basic [Agent Example]", "VWAP · AE", overlay=true)

anchor_period = input.string("Session", "Anchor Period", options=["Session", "Week", "Month"], group="Settings")
show_bands = input.bool(true, "Show Standard Deviation Bands", group="Display")
std_mult1 = input.float(1.0, "1st StdDev Multiplier", minval=0.1, maxval=5.0, group="Bands")
std_mult2 = input.float(2.0, "2nd StdDev Multiplier", minval=0.1, maxval=5.0, group="Bands")
vwap_color = input.color(color.blue, "VWAP Color", group="Colors")
band_color = input.color(color.gray, "Band Color", group="Colors")
bullColorInput = input.color(#089981, "Bullish Color", group="Colors")
bearColorInput = input.color(#f23645, "Bearish Color", group="Colors")

var float sum_pv = 0.0
var float sum_v = 0.0
var float sum_pv2 = 0.0

is_new_period() =>
    switch anchor_period
        "Session" => timeframe.change("1D")
        "Week" => timeframe.change("1W")
        "Month" => timeframe.change("1M")
        => false

typ_price = hlc3

if is_new_period()
    sum_pv := 0.0
    sum_v := 0.0
    sum_pv2 := 0.0

sum_pv += typ_price * volume
sum_v += volume
sum_pv2 += typ_price * typ_price * volume

vwap_value = sum_v > 0 ? sum_pv / sum_v : na
variance = sum_v > 0 and not na(vwap_value) ? (sum_pv2 / sum_v) - (vwap_value * vwap_value) : na
std_dev = not na(variance) and variance >= 0 ? math.sqrt(variance) : na

upper_band1 = not na(vwap_value) and not na(std_dev) ? vwap_value + (std_dev * std_mult1) : na
lower_band1 = not na(vwap_value) and not na(std_dev) ? vwap_value - (std_dev * std_mult1) : na
upper_band2 = not na(vwap_value) and not na(std_dev) ? vwap_value + (std_dev * std_mult2) : na
lower_band2 = not na(vwap_value) and not na(std_dev) ? vwap_value - (std_dev * std_mult2) : na

plot(vwap_value, title="VWAP", color=vwap_color, linewidth=2)

p_ub1 = plot(show_bands ? upper_band1 : na, title="Upper Band 1", color=color.new(band_color, 50), linewidth=1)
p_lb1 = plot(show_bands ? lower_band1 : na, title="Lower Band 1", color=color.new(band_color, 50), linewidth=1)
plot(show_bands ? upper_band2 : na, title="Upper Band 2", color=color.new(band_color, 70), linewidth=1)
plot(show_bands ? lower_band2 : na, title="Lower Band 2", color=color.new(band_color, 70), linewidth=1)

fill(p_ub1, p_lb1, color=color.new(band_color, 90), title="VWAP Channel")

var table info_table = table.new(position.top_right, 2, 4, bgcolor=color.new(#0b0e14, 25), border_width=1, border_color=color.new(#2a2e39, 40))
if barstate.islast
    table.cell(info_table, 0, 0, "VWAP", text_color=color.white, text_size=size.small)
    table.cell(info_table, 1, 0, str.tostring(vwap_value, "#.####"), text_color=vwap_color, text_size=size.small)
    table.cell(info_table, 0, 1, "Distance", text_color=color.white, text_size=size.small)
    dist_pct = not na(vwap_value) and vwap_value != 0 ? ((close - vwap_value) / vwap_value) * 100 : na
    table.cell(info_table, 1, 1, str.tostring(dist_pct, "#.##") + "%", text_color=close > vwap_value ? bullColorInput : bearColorInput, text_size=size.small)