// === Helper Functions (must be above run) ===

var vwapPrice(int offset, int type)
{
	switch (type) {
		case 0: return priceClose(offset);
		case 1: return priceOpen(offset);
		case 2: return priceHigh(offset);
		case 3: return priceLow(offset);
		case 4: return (priceHigh(offset) + priceLow(offset)) / 2;
		case 5: return (priceHigh(offset) + priceLow(offset) + priceClose(offset)) / 3;
		case 6: return (priceHigh(offset) + priceLow(offset) + 2*priceClose(offset)) / 4;
		default: return priceClose(offset);
	}
}

var stdDevVWAP(int N, int offset, int type, var vwapValue)
{
	var s = 0;
	int i;
	for (i = 0; i < N; i++) {
		var p = vwapPrice(offset + i, type);
		s += pow(p - vwapValue, 2);
	}
	return sqrt(s / N);
}

var VWAP_Z(int N, int offset, int type)
{
	var sumPV = 0, sumVol = 0;
	int i;
	for (i = 0; i < N; i++) {
		var price = vwapPrice(offset + i, type);
		var volume = marketVol(offset + i);
		sumPV += price * volume;
		sumVol += volume;
	}
	return ifelse(sumVol > 0, sumPV / sumVol, 0);
}

// === Main Strategy/Indicator Function ===

function run()
{
	set(PLOTNOW);

	int N = 20;
	int type = 0; // 0 = PRICE_CLOSE
	var dev1 = 1, dev2 = 2, dev3 = 2.5;

	var vwapVal = VWAP_Z(N, 0, type);
	var stdDev = stdDevVWAP(N, 0, type, vwapVal);

	plot("VWAP", vwapVal, LINE, BLACK);

	plot("UpperBand1", vwapVal + dev1 * stdDev, LINE, RED);
	plot("LowerBand1", vwapVal - dev1 * stdDev, LINE, RED);

	plot("UpperBand2", vwapVal + dev2 * stdDev, LINE, GREEN);
	plot("LowerBand2", vwapVal - dev2 * stdDev, LINE, GREEN);

	plot("UpperBand3", vwapVal + dev3 * stdDev, LINE, BLUE);
	plot("LowerBand3", vwapVal - dev3 * stdDev, LINE, BLUE);
}