اندیکاتور VWAP (میانگین قیمت وزنی حجم)

//@version=6
indicator("Volume Weighted Average Price", shorttitle = "VWAP", overlay = true)
anchor = input.string("Session", "Anchor Period", options = ["Session", "Week", "Month", "Quarter", "Year"])
isNew = switch anchor
    "Session" => timeframe.change("D")
    "Week" => timeframe.change("W")
    "Month" => timeframe.change("M")
    "Quarter" => timeframe.change("M") and (month - 1) % 3 == 0
    => timeframe.change("M") and month == 1
src     = input.source(hlc3, "Source")
offset  = input.int(0, "Offset")
showB1  = input.bool(false, "Bands #1", group = "Bands", inline = "b1")
mult1   = input.float(1.0, "Multiplier #1", group = "Bands", inline = "b1")
showB2  = input.bool(false, "Bands #2", group = "Bands", inline = "b2")
mult2   = input.float(2.0, "Multiplier #2", group = "Bands", inline = "b2")
showB3  = input.bool(false, "Bands #3", group = "Bands", inline = "b3")
mult3   = input.float(3.0, "Multiplier #3", group = "Bands", inline = "b3")
var float pv = 0.0
var float v = 0.0
var float pv2 = 0.0
if isNew
    pv := 0.0
    v := 0.0
    pv2 := 0.0
pv += src * volume
v += volume
pv2 += src * src * volume
vwap = v > 0 ? pv / v : src
sd = v > 0 ? math.sqrt(math.max(pv2 / v - vwap * vwap, 0)) : 0
plot(vwap, "VWAP", color = #ff9f43, offset = offset)
plot(showB1 ? vwap + sd * mult1 : na, "Upper Band #1", color = #2ee6a6, offset = offset)
plot(showB1 ? vwap - sd * mult1 : na, "Lower Band #1", color = #2ee6a6, offset = offset)
plot(showB2 ? vwap + sd * mult2 : na, "Upper Band #2", color = #808000, offset = offset)
plot(showB2 ? vwap - sd * mult2 : na, "Lower Band #2", color = #808000, offset = offset)
plot(showB3 ? vwap + sd * mult3 : na, "Upper Band #3", color = #00897b, offset = offset)
plot(showB3 ? vwap - sd * mult3 : na, "Lower Band #3", color = #00897b, offset = offset)