VWAP（VolumeProfile + Session）

//@version=6
indicator(title = '✘', shorttitle = '✘', overlay = true, max_bars_back = 5000, max_polylines_count = 100, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500)

VWAP_Ctl = 'VWAP'
// VWAP #1 Settings
VWAP1_Settings = 'VWAP #1 Settings'
VWAP1_Ctl = input(false, title = '', group = VWAP_Ctl, inline = VWAP1_Settings, display = display.data_window)
Anchor1 = input.string(defval = 'Quarter', title = '', group = VWAP_Ctl, inline = VWAP1_Settings, options = ['Day', 'Week', 'Month', 'Quarter', 'Year'])
VWAP1_Col = input.color(defval = color.rgb(255, 183, 77, 60), title = 'VWAP', group = VWAP_Ctl, inline = VWAP1_Settings)
Bands1_Col = input.color(defval = color.rgb(255, 183, 77, 60), title = 'Bands', group = VWAP_Ctl, inline = VWAP1_Settings)
VWAP1_Bgc = input.color(defval = color.rgb(255, 183, 77, 95), title = 'Fill', group = VWAP_Ctl, inline = VWAP1_Settings)

// VWAP #2 Settings
VWAP2_Settings = 'VWAP #2 Settings'
VWAP2_Ctl = input(false, title = '', group = VWAP_Ctl, inline = VWAP2_Settings, display = display.data_window)
Anchor2 = input.string(defval = 'Month', title = '', group = VWAP_Ctl, inline = VWAP2_Settings, options = ['Day', 'Week', 'Month', 'Quarter', 'Year'])
VWAP2_Col = input.color(defval = color.rgb(91, 156, 246, 60), title = 'VWAP', group = VWAP_Ctl, inline = VWAP2_Settings)
Bands2_Col = input.color(defval = color.rgb(91, 156, 246, 60), title = 'Bands', group = VWAP_Ctl, inline = VWAP2_Settings)
VWAP2_Bgc = input.color(defval = color.rgb(91, 156, 246, 95), title = 'Fill', group = VWAP_Ctl, inline = VWAP2_Settings)

// VWAP #3 Settings
VWAP3_Settings = 'VWAP #3 Settings'
VWAP3_Ctl = input(false, title = '', group = VWAP_Ctl, inline = VWAP3_Settings, display = display.data_window)
Anchor3 = input.string(defval = 'Week', title = '', group = VWAP_Ctl, inline = VWAP3_Settings, options = ['Day', 'Week', 'Month', 'Quarter', 'Year'])
VWAP3_Col = input.color(defval = color.rgb(133, 227, 167, 60), title = 'VWAP', group = VWAP_Ctl, inline = VWAP3_Settings)
Bands3_Col = input.color(defval = color.rgb(133, 227, 167, 60), title = 'Bands', group = VWAP_Ctl, inline = VWAP3_Settings)
VWAP3_Bgc = input.color(defval = color.rgb(133, 227, 167, 95), title = 'Fill', group = VWAP_Ctl, inline = VWAP3_Settings)

// VWAP #4 Settings
VWAP4_Settings = 'VWAP #4 Settings'
VWAP4_Ctl = input(false, title = '', group = VWAP_Ctl, inline = VWAP4_Settings, display = display.data_window)
Anchor4 = input.string(defval = 'Day', title = '', group = VWAP_Ctl, inline = VWAP4_Settings, options = ['Day', 'Week', 'Month', 'Quarter', 'Year'])
VWAP4_Col = input.color(defval = color.rgb(255, 255, 255, 60), title = 'VWAP', group = VWAP_Ctl, inline = VWAP4_Settings)
Bands4_Col = input.color(defval = color.rgb(255, 255, 255, 60), title = 'Bands', group = VWAP_Ctl, inline = VWAP4_Settings)
VWAP4_Bgc = input.color(defval = color.rgb(255, 255, 255, 95), title = 'Fill', group = VWAP_Ctl, inline = VWAP4_Settings)

Src = hlc3

// Function to calculate new period
f_is_new_period(anchor) =>
    switch anchor
        'Day' => timeframe.change('D')
        'Week' => timeframe.change('W')
        'Month' => timeframe.change('M')
        'Quarter' => timeframe.change('3M')
        'Year' => timeframe.change('12M')
        => false

// Function to calculate VWAP and Bands
f_calculate_vwap(src, is_active, is_new_period) =>
    var float vwap = na
    var float band_upper = na
    var float band_lower = na

    if is_active and not timeframe.isdwm
        [_vwap, _stdev_upper, _] = ta.vwap(src, is_new_period, 1)
        stdev_abs = _stdev_upper - _vwap
        vwap := _vwap
        band_upper := vwap + stdev_abs
        band_lower := vwap - stdev_abs

    [vwap, band_upper, band_lower]


// VWAP Calculations
[vwap1, band1_upper, band1_lower] = f_calculate_vwap(Src, VWAP1_Ctl, f_is_new_period(Anchor1))
[vwap2, band2_upper, band2_lower] = f_calculate_vwap(Src, VWAP2_Ctl, f_is_new_period(Anchor2))
[vwap3, band3_upper, band3_lower] = f_calculate_vwap(Src, VWAP3_Ctl, f_is_new_period(Anchor3))
[vwap4, band4_upper, band4_lower] = f_calculate_vwap(Src, VWAP4_Ctl, f_is_new_period(Anchor4))

// Plot VWAP and Bands
vwap_plot1 = plot(VWAP1_Ctl ? vwap1 : na, color=VWAP1_Col)
lowerBand_1 = plot(VWAP1_Ctl ? band1_lower : na, color=Bands1_Col)
upperBand_1 = plot(VWAP1_Ctl ? band1_upper : na, color=Bands1_Col)
fill(upperBand_1, lowerBand_1, color=VWAP1_Bgc)

vwap_plot2 = plot(VWAP2_Ctl ? vwap2 : na, color=VWAP2_Col)
lowerBand_2 = plot(VWAP2_Ctl ? band2_lower : na, color=Bands2_Col)
upperBand_2 = plot(VWAP2_Ctl ? band2_upper : na, color=Bands2_Col)
fill(upperBand_2, lowerBand_2, color=VWAP2_Bgc)

vwap_plot3 = plot(VWAP3_Ctl ? vwap3 : na, color=VWAP3_Col)
lowerBand_3 = plot(VWAP3_Ctl ? band3_lower : na, color=Bands3_Col)
upperBand_3 = plot(VWAP3_Ctl ? band3_upper : na, color=Bands3_Col)
fill(upperBand_3, lowerBand_3, color=VWAP3_Bgc)

vwap_plot4 = plot(VWAP4_Ctl ? vwap4 : na, color=VWAP4_Col)
lowerBand_4 = plot(VWAP4_Ctl ? band4_lower : na, color=Bands4_Col)
upperBand_4 = plot(VWAP4_Ctl ? band4_upper : na, color=Bands4_Col)
fill(upperBand_4, lowerBand_4, color=VWAP4_Bgc)

// Stocks Markets Sessions
YourTZ = input.string('UTC+8:00', 'Time Zone', group = 'Basic Setting')
DaysToShow = input.int(3, 'Days to Show', minval = 1, group = 'Basic Setting')
Offset = input.int(18, 'Key Level Offset', minval = 1, group = 'Basic Setting')

SessionsGrp = 'Stocks Markets Sessions'
//Session Tokyo
sesTokyo_color = input.color(color.rgb(91, 156, 246), '', inline = 'tokyo', group = SessionsGrp)
show_sesTokyo = input(true, 'Tokyo    ', inline = 'tokyo', group = SessionsGrp)
rangeTokyo = input.string('1h', '', options = ['5m', '15m', '30m', '1h', 'Session'], inline = 'tokyo', group = SessionsGrp)

sesLondon_color = input.color(#ACBBE8, '', inline = 'london', group = SessionsGrp)
show_sesLondon = input(false, 'London   ', inline = 'london', group = SessionsGrp)
rangeLondon = input.string('Session', '', options = ['5m', '15m', '30m', '1h', 'Session'], inline = 'london', group = SessionsGrp)

//Session NewYork
sesNewYork_color = input.color(#C5ACE8, '', inline = 'newyork', group = SessionsGrp)
show_sesNewYork = input(false, 'NewYork  ', inline = 'newyork', group = SessionsGrp)
rangeNewYork = input.string('Session', '', options = ['5m', '15m', '30m', '1h', 'Session'], inline = 'newyork', group = SessionsGrp)

//Info Table
Show_Info_Table = input(false, 'Info Table', group = 'Table')
TableTextColor = input.color(color.rgb(225, 255, 255), 'Table Text Color')
Size = input.string(size.small, 'Table Text Size', options = [size.small, size.normal])
Position = input.string(position.top_right, 'Table Position', options = [position.top_left, position.top_center, position.top_right, position.middle_left, position.middle_center, position.middle_right, position.bottom_left, position.bottom_center, position.bottom_right])

tfMultiplier = timeframe.multiplier
enabledSessions = (show_sesTokyo ? 1 : 0) + (show_sesLondon ? 1 : 0) + (show_sesNewYork ? 1 : 0)
var array<box> boxesArray = array.new<box>()
//Session Timing
var string Tokyo = '0900-1500'
var string London = '0800-1630'
var string NewYork = '0930-1600'

// Tokyo Range
var string Tokyo_Range = rangeTokyo == '5m' ? '0900-0905' : rangeTokyo == '15m' ? '0900-0915' : rangeTokyo == '30m' ? '0900-0930' : rangeTokyo == '1h' ? '0900-1000' : Tokyo
// London Range
var string London_Range = rangeLondon == '5m' ? '0800-0805' : rangeLondon == '15m' ? '0800-0815' : rangeLondon == '30m' ? '0800-0830' : rangeLondon == '1h' ? '0800-0900' : London

// New York Range
var string NewYork_Range = rangeNewYork == '5m' ? '0930-0935' : rangeNewYork == '15m' ? '0930-0945' : rangeNewYork == '30m' ? '0930-1000' : rangeNewYork == '1h' ? '0930-1030' : NewYork

TokyoTZ = 'Asia/Tokyo'
LondonTZ = 'Europe/London'
NewYorkTZ = 'America/New_York'

On_sesTokyo = math.sign(nz(time(timeframe.period, Tokyo, TokyoTZ)))
On_sesLondon = math.sign(nz(time(timeframe.period, London, LondonTZ)))
On_sesNewYork = math.sign(nz(time(timeframe.period, NewYork, NewYorkTZ)))

On_rangeTokyo = math.sign(nz(time(timeframe.period, Tokyo_Range, TokyoTZ)))
On_rangeLondon = math.sign(nz(time(timeframe.period, London_Range, LondonTZ)))
On_rangeNewyork = math.sign(nz(time(timeframe.period, NewYork_Range, NewYorkTZ)))

//High & Low Session Detector 
LowHighSessionDetector(On_Range, On_Session, Color_Session) =>
    var int Bar = 0
    var float High = 0.0
    var float Low = 0.0
    var box BoX = na

    if On_Range[1] == 0 and On_Range == 1
        Bar := bar_index
        High := high
        Low := low
        Low
    else if On_Range[1] == 1 and On_Range == 1
        High := math.max(high, High)
        Low := math.min(low, Low)
        Low
    else if On_Session == 0
        High := 0.0
        Low := 0.0
        Bar := 0
        Bar

    if On_Session > On_Session[1] and str.tonumber(timeframe.period) <= 60
        BoX := box.new(bar_index, High, bar_index, Low, bgcolor = color.new(Color_Session, 85), border_color = color.new(Color_Session, 100), border_style = line.style_dotted)
        array.push(boxesArray, BoX)

        if array.size(boxesArray) > DaysToShow * enabledSessions
            box.delete(array.shift(boxesArray))
    if On_Range[1] == 1 and On_Range == 1
        box.set_top(BoX, High)
        box.set_bottom(BoX, Low)
    if On_Session[1] == 1 and On_Session == 1
        box.set_right(BoX, bar_index)
    if Color_Session == sesTokyo_color and not timeframe.change('D') and rangeTokyo != 'Session'
        box.set_right(BoX, bar_index)

if show_sesTokyo
    LowHighSessionDetector(On_rangeTokyo, On_sesTokyo, sesTokyo_color)

if show_sesLondon
    LowHighSessionDetector(On_rangeLondon, On_sesLondon, sesLondon_color)

if show_sesNewYork
    LowHighSessionDetector(On_rangeNewyork, On_sesNewYork, sesNewYork_color)

//Info Table

// Start and Enf Time in Info Table
SplitFunction(x, TZ, YourTZ) =>
    Text = str.split(x, '-')
    STime = Text.size() > 0 ? Text.get(0) : '0000'
    ETime = Text.size() > 0 ? Text.get(1) : '0000'
    SHour = str.substring(STime, 0, 2)
    SMin = str.substring(STime, 2, 4)
    EHour = str.substring(ETime, 0, 2)
    EMin = str.substring(ETime, 2, 4)
    SUTCTimestamp = timestamp(TZ, year, month, dayofmonth, int(str.tonumber(SHour)), int(str.tonumber(SMin)), 0)
    EUTCTimestamp = timestamp(TZ, year, month, dayofmonth, int(str.tonumber(EHour)), int(str.tonumber(EMin)), 0)
    SconvertedHour = hour(SUTCTimestamp, YourTZ)
    SconvertedMinute = minute(SUTCTimestamp, YourTZ)
    EconvertedHour = hour(EUTCTimestamp, YourTZ)
    EconvertedMinute = minute(EUTCTimestamp, YourTZ)
    YourStart = str.tostring(SconvertedHour) + ':' + str.tostring(SconvertedMinute < 10 ? '0' + str.tostring(SconvertedMinute) : str.tostring(SconvertedMinute))
    YourEnd = str.tostring(EconvertedHour) + ':' + str.tostring(EconvertedMinute < 10 ? '0' + str.tostring(EconvertedMinute) : str.tostring(EconvertedMinute))

    Start = YourStart
    End = YourEnd
    [Start, End]

[Tokyo_Start, Tokyo_End] = SplitFunction(Tokyo, TokyoTZ, YourTZ)
[London_Start, London_End] = SplitFunction(London, LondonTZ, YourTZ)
[NewYork_Start, NewYork_End] = SplitFunction(NewYork, NewYorkTZ, YourTZ)


var Info_Table = table.new(Position, 5, 11, bgcolor = color.rgb(255, 255, 255, 100), border_color = color.rgb(255, 255, 255, 90), border_width = 1, frame_color = #373a46, frame_width = 1)

if Show_Info_Table
    table.cell(Info_Table, 0, 1, 'Session', text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 1, 1, 'Start(' + YourTZ + ')', text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 2, 1, 'End(' + YourTZ + ')', text_color = TableTextColor, text_size = Size)

    table.cell(Info_Table, 0, 2, 'Tokyo', text_color = sesTokyo_color, text_size = Size)
    table.cell(Info_Table, 0, 3, 'London', text_color = sesLondon_color, text_size = Size)
    table.cell(Info_Table, 0, 4, 'NewYork', text_color = sesNewYork_color, text_size = Size)

    //Start Time
    table.cell(Info_Table, 1, 2, Tokyo_Start, text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 1, 3, London_Start, text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 1, 4, NewYork_Start, text_color = TableTextColor, text_size = Size)
    //End Time
    table.cell(Info_Table, 2, 2, Tokyo_End, text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 2, 3, London_End, text_color = TableTextColor, text_size = Size)
    table.cell(Info_Table, 2, 4, NewYork_End, text_color = TableTextColor, text_size = Size)

var g_VP = 'Volume Profile'
enable_vp = input.bool(true, 'Enable VP', group = g_VP)
show_vp = input.bool(true, 'Show VP         ', inline = 'VP', tooltip = 'Whether to show the volume profile', group = g_VP)
vp_color = input.color(color.rgb(93, 96, 107, 70), '', inline = 'VP', group = g_VP)
show_vpoc = input.bool(true, 'Show VPOC      ', inline = 'VPOC', tooltip = 'Whether to show the volume point of control (VPOC), or the level with the largest volume in a given volume profile', group = g_VP)
vpoc_color = input.color(color.rgb(240, 98, 146), '', inline = 'VPOC', group = g_VP)
rows = input.int(200, 'Rows', 0, 200, tooltip = 'The number of price levels/rows that will be used to approximate the cumulative volume profile', group = g_VP)
tf = input.timeframe('W', 'Profile Timeframe', tooltip = 'The aggregate timeframe that the volume profile represents', group = g_VP)
ltf = input.timeframe('3', 'Resolution Timeframe', tooltip = 'The timeframe whose price data will be used to build the volume profile', group = g_VP)
extend = input.int(30, 'Profile Extend %', 0, 100, tooltip = 'How much the volume profile should extend to the next session', group = g_VP)

var vpoc = array.new_line()

var values = array.new_float()
var x_vol = array.new_int()
var y_vol = array.new_float()

var PLA = array.new<chart.point>()
var polyline PL = na
var line temp_vpoc = na
var line temp_line = na
var label temp_label = na

var int lb_idx = na
var int lb_time = na

ltf := timeframe.in_seconds(ltf) <= timeframe.in_seconds() ? ltf : ''
[ltf_H, ltf_L, ltf_V] = request.security_lower_tf(syminfo.tickerid, ltf, [high, low, volume])

if not na(lb_idx) and enable_vp
    lb = bar_index - lb_idx > 0 ? bar_index - lb_idx : 1

    y_max = ta.highest(high[1], lb)
    y_min = ta.lowest(low[1], lb)

    if timeframe.change(tf) or barstate.islast
        x_vol.clear()
        y_vol.clear()
        values.clear()

        for i = 0 to rows by 1
            y = y_min + i * (y_max - y_min) / rows
            x_vol.push(lb_time)
            y_vol.push(y)
            values.push(0)

        for i = bar_index - lb_idx to 1 by 1
            vol = ltf_V[i]
            if vol.size() > 0
                for j = 0 to values.size() - 1 by 1
                    temp = y_vol.get(j)
                    for k = 0 to vol.size() - 1 by 1
                        H = ltf_H[i]
                        L = ltf_L[i]
                        V = ltf_V[i]
                        if H.get(k) >= temp and L.get(k) <= temp
                            add = math.floor(V.get(k) / ((H.get(k) - L.get(k)) / (y_max - y_min) / rows))
                            values.set(j, values.get(j) + add)

        max_y = y_vol.get(values.indexof(values.max()))
        sf = values.max() / (time[1] - lb_time) / (extend / 100)

        for j = 0 to values.size() - 1 by 1
            set = lb_time + math.floor(values.get(j) / sf)
            x_vol.set(j, set)

        PLA.clear()
        PLA.push(chart.point.from_time(lb_time, y_min))
        for i = 0 to x_vol.size() - 1 by 1
            PLA.push(chart.point.from_time(x_vol.get(i), y_vol.get(i)))
        PLA.push(chart.point.from_time(lb_time, y_max))

        PL.delete()
        if timeframe.change(tf)
            polyline.new(PLA, curved = false, closed = true, line_color = show_vp ? vp_color : na, fill_color = show_vp ? vp_color : na, xloc = xloc.bar_time)
            temp_vpoc.delete()
            temp_line.delete()
            temp_label.delete()
            vpoc.unshift(line.new(lb_time, max_y, time, max_y, xloc = xloc.bar_time, color = show_vpoc ? vpoc_color : na, width = 1))
        else
            PL := polyline.new(PLA, curved = false, closed = true, line_color = show_vp ? vp_color : na, fill_color = show_vp ? vp_color : na, xloc = xloc.bar_time)
            if na(temp_vpoc)
                temp_vpoc := line.new(lb_time, max_y, time, max_y, xloc = xloc.bar_time, color = show_vpoc ? vpoc_color : na, width = 1)
                temp_line := line.new(bar_index, max_y, bar_index + Offset, max_y, xloc = xloc.bar_index, color = show_vpoc ? vpoc_color : na, width = 1)
                temp_label := label.new(bar_index + Offset, max_y, text = "POC", tooltip = str.tostring(max_y, "#.####"), color = color.rgb(0, 0, 0, 100), textcolor = show_vpoc ? vpoc_color : na, style = label.style_label_left, xloc = xloc.bar_index, text_font_family = font.family_monospace)
                temp_vpoc
            temp_vpoc.set_y1(max_y)
            temp_vpoc.set_xy2(time, max_y)
            temp_line.set_xy1(bar_index, max_y)
            temp_line.set_xy2(bar_index + Offset, max_y)
            temp_label.set_xy(bar_index + Offset, max_y)

if timeframe.change(tf)
    lb_idx := bar_index
    lb_time := time


VWAP_Grp = 'VWAP Key Level'
currentDailyColor = input.color(title = '', defval = color.rgb(255, 255, 255, 20), group = VWAP_Grp, inline = 'daily1')
currentDaily = input.string(defval = 'Day', title = '', group = VWAP_Grp, inline = 'daily1', options = ['Day'])
var bool enablecurrentDailyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'daily1')
var bool enablecurrentDailyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'daily1')
var bool enablecurrentDailyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'daily1')

var float lastdailyLower = na
var float lastdailyUpper = na
var int lastdailyStart = na
var float lastdailyPOC = na
lastdailyColor = input.color(title = '', defval = color.rgb(255, 255, 255, 20), group = VWAP_Grp, inline = 'daily2')
lastdaily = input.string(defval = '↳', title = '', group = VWAP_Grp, inline = 'daily2', options = ['↳'])
var bool enablelastdailyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'daily2')
var bool enablelastdailyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'daily2')
var bool enablelastdailyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'daily2')

currentWeeklyColor = input.color(title = '', defval = color.rgb(133, 227, 167, 20), group = VWAP_Grp, inline = 'weekly3')
currentWeekly = input.string(defval = 'Week', title = '', group = VWAP_Grp, inline = 'weekly3', options = ['Week'])
var bool enablecurrentWeeklyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'weekly3')
var bool enablecurrentWeeklyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'weekly3')
var bool enablecurrentWeeklyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'weekly3')

var float lastWeeklyLower = na
var float lastWeeklyUpper = na
var int lastWeeklyStart = na
var float lastWeeklyPOC = na
lastWeeklyColor = input.color(title = '', defval = color.rgb(133, 227, 167, 20), group = VWAP_Grp, inline = 'weekly1')
lastWeekly = input.string(defval = '↳', title = '', group = VWAP_Grp, inline = 'weekly1', options = ['↳'])
var bool enablelastWeeklyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'weekly1')
var bool enablelastWeeklyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'weekly1')
var bool enablelastWeeklyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'weekly1')

var float lastlastWeeklyLower = na
var float lastlastWeeklyUpper = na
var int lastlastWeeklyStart = na
var float lastlastWeeklyPOC = na
lastlastWeeklyColor = input.color(title = '', defval = color.rgb(133, 227, 167, 20), group = VWAP_Grp, inline = 'weekly2')
lastlastWeekly = input.string(defval = '↳ ↳', title = '', group = VWAP_Grp, inline = 'weekly2', options = ['↳ ↳'])
var bool enablelastlastWeeklyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'weekly2')
var bool enablelastlastWeeklyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'weekly2')
var bool enablelastlastWeeklyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'weekly2')

currentMonthlyColor = input.color(title = '', defval = color.rgb(91, 156, 246, 20), group = VWAP_Grp, inline = 'monthly3')
currentMonthly = input.string(defval = 'Month', title = '', group = VWAP_Grp, inline = 'monthly3', options = ['Month'])
var bool enablecurrentMonthlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'monthly3')
var bool enablecurrentMonthlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'monthly3')
var bool enablecurrentMonthlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'monthly3')

var float lastMonthlyLower = na
var float lastMonthlyUpper = na
var int lastMonthlyStart = na
var float lastMonthlyPOC = na
lastMonthlyColor = input.color(title = '', defval = color.rgb(91, 156, 246, 20), group = VWAP_Grp, inline = 'monthly1')
lastMonthly = input.string(defval = '↳', title = '', group = VWAP_Grp, inline = 'monthly1', options = ['↳'])
var bool enablelastMonthlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'monthly1')
var bool enablelastMonthlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'monthly1')
var bool enablelastMonthlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'monthly1')

var float lastlastMonthlyLower = na
var float lastlastMonthlyUpper = na
var int lastlastMonthlyStart = na
var float lastlastMonthlyPOC = na
lastlastMonthlyColor = input.color(title = '', defval = color.rgb(91, 156, 246, 20), group = VWAP_Grp, inline = 'monthly2')
lastlastMonthly = input.string(defval = '↳ ↳', title = '', group = VWAP_Grp, inline = 'monthly2', options = ['↳ ↳'])
var bool enablelastlastMonthlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'monthly2')
var bool enablelastlastMonthlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'monthly2')
var bool enablelastlastMonthlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'monthly2')

currentQuarterlyColor = input.color(title = '', defval = color.rgb(255, 183, 77, 20), group = VWAP_Grp, inline = 'quarterly3')
currentQuarterly = input.string(defval = 'Quarter', title = '', group = VWAP_Grp, inline = 'quarterly3', options = ['Quarter'])
var bool enablecurrentQuarterlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'quarterly3')
var bool enablecurrentQuarterlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'quarterly3')
var bool enablecurrentQuarterlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'quarterly3')

var float lastQuarterlyLower = na
var float lastQuarterlyUpper = na
var int lastQuarterlyStart = na
var float lastQuarterlyPOC = na
lastQuarterlyColor = input.color(title = '', defval = color.rgb(255, 183, 77, 20), group = VWAP_Grp, inline = 'quarterly1')
lastQuarterly = input.string(defval = '↳', title = '', group = VWAP_Grp, inline = 'quarterly1', options = ['↳'])
var bool enablelastQuarterlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'quarterly1')
var bool enablelastQuarterlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'quarterly1')
var bool enablelastQuarterlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'quarterly1')

var float lastlastQuarterlyLower = na
var float lastlastQuarterlyUpper = na
var int lastlastQuarterlyStart = na
var float lastlastQuarterlyPOC = na
lastlastQuarterlyColor = input.color(title = '', defval = color.rgb(255, 183, 77, 20), group = VWAP_Grp, inline = 'quarterly2')
lastlastQuarterly = input.string(defval = '↳ ↳', title = '', group = VWAP_Grp, inline = 'quarterly2', options = ['↳ ↳'])
var bool enablelastlastQuarterlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'quarterly2')
var bool enablelastlastQuarterlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'quarterly2')
var bool enablelastlastQuarterlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'quarterly2')

currentyearlyColor = input.color(title = '', defval = color.rgb(240, 98, 146, 20), group = VWAP_Grp, inline = 'yearly3')
currentyearly = input.string(defval = 'Year', title = '', group = VWAP_Grp, inline = 'yearly3', options = ['Year'])
var bool enablecurrentyearlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'yearly3')
var bool enablecurrentyearlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'yearly3')
var bool enablecurrentyearlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'yearly3')

var float lastYearlyLower = na
var float lastYearlyUpper = na
var int lastYearlyStart = na
var float lastYearlyPOC = na
lastYearlyColor = input.color(title = '', defval = color.rgb(240, 98, 146, 20), group = VWAP_Grp, inline = 'yearly1')
lastYearly = input.string(defval = '↳', title = '', group = VWAP_Grp, inline = 'yearly1', options = ['↳'])
var bool enablelastYearlyLower = input.bool(false, title = 'Lower', group = VWAP_Grp, inline = 'yearly1')
var bool enablelastYearlyPOC = input.bool(false, title = 'VWAP', group = VWAP_Grp, inline = 'yearly1')
var bool enablelastYearlyUpper = input.bool(false, title = 'Upper', group = VWAP_Grp, inline = 'yearly1')

label_color_setting = color.new(#ecf008, 100)
right_bar = bar_index + Offset
format_level = '#.####'
var DEFAULT_LINE_STYLE = line.style_dotted
var DEFAULT_LABEL_STYLE = label.style_label_left

calcVWAP(src, isNewPeriod) =>
    [_vwap, _stdevUpper, _] = ta.vwap(src, isNewPeriod, 1)
    stdevAbs = _stdevUpper - _vwap
    upperBand = _vwap + stdevAbs * 1.0
    lowerBand = _vwap - stdevAbs * 1.0
    [_vwap, upperBand, lowerBand]

[yearlyVWAP, yearlyUpper, yearlyLower] = calcVWAP(Src, timeframe.change('12M'))
[quarterlyVWAP, quarterlyUpper, quarterlyLower] = calcVWAP(Src, timeframe.change('3M'))
[monthlyVWAP, monthlyUpper, monthlyLower] = calcVWAP(Src, timeframe.change('M'))
[weeklyVWAP, weeklyUpper, weeklyLower] = calcVWAP(Src, timeframe.change('W'))
[dailyVWAP, dailyUpper, dailyLower] = calcVWAP(Src, timeframe.change('D'))

if timeframe.change('3M')
    lastlastQuarterlyLower := lastQuarterlyLower
    lastlastQuarterlyUpper := lastQuarterlyUpper
    lastlastQuarterlyStart := lastQuarterlyStart
    lastlastQuarterlyPOC := lastQuarterlyPOC
    lastQuarterlyLower := quarterlyLower[1]
    lastQuarterlyUpper := quarterlyUpper[1]
    lastQuarterlyStart := bar_index[1]
    lastQuarterlyPOC := quarterlyVWAP[1]
    lastQuarterlyPOC

if timeframe.change('M')
    lastlastMonthlyLower := lastMonthlyLower
    lastlastMonthlyUpper := lastMonthlyUpper
    lastlastMonthlyStart := lastMonthlyStart
    lastlastMonthlyPOC := lastMonthlyPOC
    lastMonthlyLower := monthlyLower[1]
    lastMonthlyUpper := monthlyUpper[1]
    lastMonthlyStart := bar_index[1]
    lastMonthlyPOC := monthlyVWAP[1]
    lastMonthlyPOC

if timeframe.change('W')
    lastlastWeeklyLower := lastWeeklyLower
    lastlastWeeklyUpper := lastWeeklyUpper
    lastlastWeeklyStart := lastWeeklyStart
    lastlastWeeklyPOC := lastWeeklyPOC
    lastWeeklyLower := weeklyLower[1]
    lastWeeklyUpper := weeklyUpper[1]
    lastWeeklyStart := bar_index[1]
    lastWeeklyPOC := weeklyVWAP[1]
    lastWeeklyPOC

if timeframe.change('D')
    lastdailyLower := dailyLower[1]
    lastdailyUpper := dailyUpper[1]
    lastdailyStart := bar_index[1]
    lastdailyPOC := dailyVWAP[1]
    lastdailyPOC

if timeframe.change("12M")
    lastYearlyLower := yearlyLower[1]
    lastYearlyUpper := yearlyUpper[1]
    lastYearlyPOC :=  yearlyVWAP[1]
    lastYearlyStart := bar_index[1]
    lastYearlyStart

if barstate.islast
    // Daily
    if enablelastdailyLower
        var lastdailyLowerline = line.new(x1 = lastdailyStart, y1 = lastdailyLower, x2 = right_bar, y2 = lastdailyLower, color = lastdailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyLowerlabel = label.new(x = right_bar, y = lastdailyLower, text = 'pdVWAP -1', tooltip = str.tostring(lastdailyLower, format_level), color = label_color_setting, textcolor = lastdailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastdailyUpper
        var lastdailyUpperline = line.new(x1 = lastdailyStart, y1 = lastdailyUpper, x2 = right_bar, y2 = lastdailyUpper, color = lastdailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyUpperlabel = label.new(x = right_bar, y = lastdailyUpper, text = 'pdVWAP +1', tooltip = str.tostring(lastdailyUpper, format_level), color = label_color_setting, textcolor = lastdailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastdailyPOC
        var lastdailyPOCline = line.new(x1 = lastdailyStart, y1 = lastdailyPOC, x2 = right_bar, y2 = lastdailyPOC, color = lastdailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyPOClabel = label.new(x = right_bar, y = lastdailyPOC, text = 'pdVWAP', tooltip = str.tostring(lastdailyPOC, format_level), color = label_color_setting, textcolor = lastdailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentDailyLower
        var lastdailyLowerline = line.new(x1 = lastdailyStart, y1 = dailyLower, x2 = right_bar, y2 = dailyLower, color = currentDailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyLowerlabel = label.new(x = right_bar, y = dailyLower, text = 'dVWAP -1', tooltip = str.tostring(dailyLower, format_level), color = label_color_setting, textcolor = currentDailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentDailyUpper
        var lastdailyUpperline = line.new(x1 = lastdailyStart, y1 = dailyUpper, x2 = right_bar, y2 = dailyUpper, color = currentDailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyUpperlabel = label.new(x = right_bar, y = dailyUpper, text = 'dVWAP +1', tooltip = str.tostring(dailyUpper, format_level), color = label_color_setting, textcolor = currentDailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentDailyPOC
        var lastdailyPOCline = line.new(x1 = lastdailyStart, y1 = dailyVWAP, x2 = right_bar, y2 = dailyVWAP, color = currentDailyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastdailyPOClabel = label.new(x = right_bar, y = dailyVWAP, text = 'dVWAP', tooltip = str.tostring(dailyVWAP, format_level), color = label_color_setting, textcolor = currentDailyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    // Weekly
    if enablelastWeeklyLower
        var lastWeeklyLowerline = line.new(x1 = lastdailyStart, y1 = lastWeeklyLower, x2 = right_bar, y2 = lastWeeklyLower, color = lastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastWeeklyLowerlabel = label.new(right_bar, y = lastWeeklyLower, text = 'pwVWAP -1', tooltip = str.tostring(lastWeeklyLower, format_level), color = label_color_setting, textcolor = lastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastWeeklyUpper
        var lastWeeklyUpperline = line.new(x1 = lastdailyStart, y1 = lastWeeklyUpper, x2 = right_bar, y2 = lastWeeklyUpper, color = lastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastWeeklyUpperlabel = label.new(x = right_bar, y = lastWeeklyUpper, text = 'pwVWAP +1', tooltip = str.tostring(lastWeeklyUpper, format_level), color = label_color_setting, textcolor = lastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastWeeklyPOC
        var lastWeeklyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastWeeklyPOC, y2 = lastWeeklyPOC, color = lastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastWeeklyPOClabel = label.new(x = right_bar, y = lastWeeklyPOC, text = 'pwVWAP', tooltip = str.tostring(lastWeeklyPOC, format_level), color = label_color_setting, textcolor = lastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastWeeklyLower
        var lastlastWeeklyLowerline = line.new(x1 = lastdailyStart, y1 = lastlastWeeklyLower, x2 = right_bar, y2 = lastlastWeeklyLower, color = lastlastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastWeeklyLowerlabel = label.new(x = right_bar, y = lastlastWeeklyLower, text = 'ppwVWAP -1', tooltip = str.tostring(lastlastWeeklyLower, format_level), color = label_color_setting, textcolor = lastlastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastWeeklyUpper
        var lastlastWeeklyUpperline = line.new(x1 = lastdailyStart, y1 = lastlastWeeklyUpper, x2 = right_bar, y2 = lastlastWeeklyUpper, color = lastlastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastWeeklyUpperlabel = label.new(x = right_bar, y = lastlastWeeklyUpper, text = 'ppwVWAP +1', tooltip = str.tostring(lastlastWeeklyUpper, format_level), color = label_color_setting, textcolor = lastlastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastWeeklyPOC
        var lastlastWeeklyPOCline = line.new(x1 = lastdailyStart, y1 = lastlastWeeklyPOC, x2 = right_bar, y2 = lastlastWeeklyPOC, color = lastlastWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastWeeklyPOClabel = label.new(x = right_bar, y = lastlastWeeklyPOC, text = 'ppwVWAP', tooltip = str.tostring(lastlastWeeklyPOC, format_level), color = label_color_setting, textcolor = lastlastWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentWeeklyLower
        var currentWeeklyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = weeklyLower, y2 = weeklyLower, color = currentWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentWeeklyLowerlabel = label.new(x = right_bar, y = weeklyLower, text = 'wVWAP -1', tooltip = str.tostring(weeklyLower, format_level), color = label_color_setting, textcolor = currentWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentWeeklyPOC
        var currentWeeklyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = weeklyVWAP, y2 = weeklyVWAP, color = currentWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentWeeklyPOClabel = label.new(x = right_bar, y = weeklyVWAP, text = 'wVWAP', tooltip = str.tostring(weeklyVWAP, format_level), color = label_color_setting, textcolor = currentWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentWeeklyUpper
        var currentWeeklyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = weeklyUpper, y2 = weeklyUpper, color = currentWeeklyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentWeeklyUpperlabel = label.new(x = right_bar, y = weeklyUpper, text = 'wVWAP +1', tooltip = str.tostring(weeklyUpper, format_level), color = label_color_setting, textcolor = currentWeeklyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    // Monthly
    if enablelastMonthlyLower
        var lastMonthlyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastMonthlyLower, y2 = lastMonthlyLower, color = lastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastMonthlyLowerlabel = label.new(x = right_bar, y = lastMonthlyLower, text = 'pmVWAP -1', tooltip = str.tostring(lastMonthlyLower, format_level), color = label_color_setting, textcolor = lastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastMonthlyUpper
        var lastMonthlyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastMonthlyUpper, y2 = lastMonthlyUpper, color = lastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastMonthlyUpperlabel = label.new(x = right_bar, y = lastMonthlyUpper, text = 'pmVWAP +1', tooltip = str.tostring(lastMonthlyUpper, format_level), color = label_color_setting, textcolor = lastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastMonthlyPOC
        var lastMonthlyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastMonthlyPOC, y2 = lastMonthlyPOC, color = lastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastMonthlyPOClabel = label.new(x = right_bar, y = lastMonthlyPOC, text = 'pmVWAP', tooltip = str.tostring(lastMonthlyPOC, format_level), color = label_color_setting, textcolor = lastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastMonthlyLower
        var lastlastMonthlyLowerline = line.new(x1 = lastdailyStart, y1 = lastlastMonthlyLower, x2 = right_bar, y2 = lastlastMonthlyLower, color = lastlastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastMonthlyLowerlabel = label.new(x = right_bar, y = lastlastMonthlyLower, text = 'ppmVWAP -1', tooltip = str.tostring(lastlastMonthlyLower, format_level), color = label_color_setting, textcolor = lastlastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastMonthlyUpper
        var lastlastMonthlyUpperline = line.new(x1 = lastdailyStart, y1 = lastlastMonthlyUpper, x2 = right_bar, y2 = lastlastMonthlyUpper, color = lastlastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastMonthlyUpperlabel = label.new(x = right_bar, y = lastlastMonthlyUpper, text = 'ppmVWAP +1', tooltip = str.tostring(lastlastMonthlyUpper, format_level), color = label_color_setting, textcolor = lastlastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastMonthlyPOC
        var lastlastMonthlyPOCline = line.new(x1 = lastdailyStart, y1 = lastlastMonthlyPOC, x2 = right_bar, y2 = lastlastMonthlyPOC, color = lastlastMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastMonthlyPOClabel = label.new(x = right_bar, y = lastlastMonthlyPOC, text = 'ppmVWAP', tooltip = str.tostring(lastlastMonthlyPOC, format_level), color = label_color_setting, textcolor = lastlastMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentMonthlyLower
        var currentMonthlyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = monthlyLower, y2 = monthlyLower, color = currentMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentMonthlyLowerlabel = label.new(x = right_bar, y = monthlyLower, text = 'mVWAP -1', tooltip = str.tostring(monthlyLower, format_level), color = label_color_setting, textcolor = currentMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentMonthlyPOC
        var currentMonthlyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = monthlyVWAP, y2 = monthlyVWAP, color = currentMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentMonthlyPOClabel = label.new(x = right_bar, y = monthlyVWAP, text = 'mVWAP', tooltip = str.tostring(monthlyVWAP, format_level), color = label_color_setting, textcolor = currentMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentMonthlyUpper
        var currentMonthlyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = monthlyUpper, y2 = monthlyUpper, color = currentMonthlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentMonthlyUpperlabel = label.new(x = right_bar, y = monthlyUpper, text = 'mVWAP +1', tooltip = str.tostring(monthlyUpper, format_level), color = label_color_setting, textcolor = currentMonthlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    // QUATERLY
    if enablelastQuarterlyLower
        var lastQuarterlyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastQuarterlyLower, y2 = lastQuarterlyLower, color = lastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastQuarterlyLowerlabel = label.new(x = right_bar, y = lastQuarterlyLower, text = 'pqVWAP -1', tooltip = str.tostring(lastQuarterlyLower, format_level), color = label_color_setting, textcolor = lastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastQuarterlyUpper
        var lastQuarterlyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastQuarterlyUpper, y2 = lastQuarterlyUpper, color = lastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastQuarterlyUpperlabel = label.new(x = right_bar, y = lastQuarterlyUpper, text = 'pqVWAP +1', tooltip = str.tostring(lastQuarterlyUpper, format_level), color = label_color_setting, textcolor = lastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastQuarterlyPOC
        var lastQuarterlyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastQuarterlyPOC, y2 = lastQuarterlyPOC, color = lastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastQuarterlyPOClabel = label.new(x = right_bar, y = lastQuarterlyPOC, text = 'pqVWAP', tooltip = str.tostring(lastQuarterlyPOC, format_level), color = label_color_setting, textcolor = lastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastQuarterlyLower
        var lastlastQuarterlyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastlastQuarterlyLower, y2 = lastlastQuarterlyLower, color = lastlastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastQuarterlyLowerlabel = label.new(x = right_bar, y = lastlastQuarterlyLower, text = 'ppqVWAP -1', tooltip = str.tostring(lastlastQuarterlyLower, format_level), color = label_color_setting, textcolor = lastlastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastQuarterlyUpper
        var lastlastQuarterlyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastlastQuarterlyUpper, y2 = lastlastQuarterlyUpper, color = lastlastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastQuarterlyUpperlabel = label.new(x = right_bar, y = lastlastQuarterlyUpper, text = 'ppqVWAP +1', tooltip = str.tostring(lastlastQuarterlyUpper, format_level), color = label_color_setting, textcolor = lastlastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastlastQuarterlyPOC
        var lastlastQuarterlyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = lastlastQuarterlyPOC, y2 = lastlastQuarterlyPOC, color = lastlastQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastlastQuarterlyPOClabel = label.new(x = right_bar, y = lastlastQuarterlyPOC, text = 'ppqVWAP', tooltip = str.tostring(lastlastQuarterlyPOC, format_level), color = label_color_setting, textcolor = lastlastQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentQuarterlyLower
        var currentQuarterlyLowerline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = quarterlyLower, y2 = quarterlyLower, color = currentQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentQuarterlyLowerlabel = label.new(x = right_bar, y = quarterlyLower, text = 'qVWAP -1', tooltip = str.tostring(quarterlyLower, format_level), color = label_color_setting, textcolor = currentQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentQuarterlyPOC
        var currentQuarterlyPOCline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = quarterlyVWAP, y2 = quarterlyVWAP, color = currentQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentQuarterlyPOClabel = label.new(x = right_bar, y = quarterlyVWAP, text = 'qVWAP', tooltip = str.tostring(quarterlyVWAP, format_level), color = label_color_setting, textcolor = currentQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentQuarterlyUpper
        var currentQuarterlyUpperline = line.new(x1 = lastdailyStart, x2 = right_bar, y1 = quarterlyUpper, y2 = quarterlyUpper, color = currentQuarterlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentQuarterlyUpperlabel = label.new(x = right_bar, y = quarterlyUpper, text = 'qVWAP +1', tooltip = str.tostring(quarterlyUpper, format_level), color = label_color_setting, textcolor = currentQuarterlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    // Yearly
    if enablecurrentyearlyLower
        var currentyearlyLowerline = line.new(x1 = lastdailyStart, y1 = yearlyLower, x2 = right_bar, y2 = yearlyLower, color = currentyearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentyearlyLowerlabel = label.new(x = right_bar, y = yearlyLower, text = 'yVWAP -1', tooltip = str.tostring(yearlyLower, format_level), color = label_color_setting, textcolor = currentyearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentyearlyPOC
        var currentyearlyPOCline = line.new(x1 = lastdailyStart, y1 = yearlyVWAP, x2 = right_bar, y2 = yearlyVWAP, color = currentyearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentyearlyPOClabel = label.new(x = right_bar, y = yearlyVWAP, text = 'yVWAP', tooltip = str.tostring(yearlyVWAP, format_level), color = label_color_setting, textcolor = currentyearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablecurrentyearlyUpper
        var currentyearlyUpperline = line.new(x1 = lastdailyStart, y1 = yearlyUpper, x2 = right_bar, y2 = yearlyUpper, color = currentyearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var currentyearlyUpperlabel = label.new(x = right_bar, y = yearlyUpper, text = 'yVWAP +1', tooltip = str.tostring(yearlyUpper, format_level), color = label_color_setting, textcolor = currentyearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastYearlyLower
        var lastyearlyLowerline = line.new(x1 = lastdailyStart, y1 = lastYearlyLower, x2 = right_bar, y2 = lastYearlyLower, color = lastYearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastyearlyLowerlabel = label.new(x = right_bar, y = lastYearlyLower, text = 'pyVWAP -1', tooltip = str.tostring(lastYearlyLower, format_level), color = label_color_setting, textcolor = lastYearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastYearlyPOC
        var lastyearlyPOCline = line.new(x1 = lastdailyStart, y1 = lastYearlyPOC, x2 = right_bar, y2 = lastYearlyPOC, color = lastYearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastyearlyPOClabel = label.new(x = right_bar, y = lastYearlyPOC, text = 'pyVWAP', tooltip = str.tostring(lastYearlyPOC, format_level), color = label_color_setting, textcolor = lastYearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)
    if enablelastYearlyUpper
        var lastyearlyUpperline = line.new(x1 = lastdailyStart, y1 = lastYearlyUpper, x2 = right_bar, y2 = lastYearlyUpper, color = lastYearlyColor, width = 1, style = DEFAULT_LINE_STYLE)
        var lastyearlyUpperlabel = label.new(x = right_bar, y = lastYearlyUpper, text = 'pyVWAP +1', tooltip = str.tostring(lastYearlyUpper, format_level), color = label_color_setting, textcolor = lastYearlyColor, style = DEFAULT_LABEL_STYLE, xloc = xloc.bar_index, text_font_family = font.family_monospace)