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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © xdecow
//@version=4
study("Nubia - Auto Midas Anchored VWAP [xdecow]", shorttitle="Nubia [xdecow]", overlay=true, max_bars_back=2584)
md_show = input(false, 'Always show')
getVwap(src, length, vol) =>
uvol = vol
uwgt = vol * src
if length < 1
na
else
for i = 1 to length - 1
uvol := uvol + vol[i]
uwgt := uwgt + vol[i] * src[i]
uwgt / uvol
getMidas(len, isHighest) =>
if na(len)
[na, na]
else
mid = getVwap(hlc3, len, volume)
value = if isHighest
getVwap(high, len, volume)
else
getVwap(low, len, volume)
[mid, value]
getMidasTrend(vtop, vbot) =>
(na(vtop) or close > vtop) and close > vbot ? 1 :
(na(vbot) or close < vbot) and close < vtop ? -1 : 0
ma1_len = input(17, '#1 Length', minval=2, type=input.integer)
ma1_highbars = highestbars(ma1_len) * -1
ma1_lowbars = lowestbars(ma1_len) * -1
[ma1_top_mid, ma1_top_high] = getMidas(ma1_highbars, true)
[ma1_bot_mid, ma1_bot_low] = getMidas(ma1_lowbars, false)
ma1_top_visible = ma1_top_high > low
ma1_bot_visible = ma1_bot_low < high
ma1_top_color = ma1_top_visible ? color.red : md_show ? #926966 : na
ma1_bot_color = ma1_bot_visible ? color.green : md_show ? #527552 : na
ma1_top_p1 = plot(ma1_top_visible or md_show ? ma1_top_high : na, color=ma1_top_color, linewidth=1, style=plot.style_linebr, title='#1 Highest AVWAP')
ma1_top_p2 = plot(ma1_top_visible or md_show ? ma1_top_mid : na, color=na, editable=false)
fill(ma1_top_p1, ma1_top_p2, ma1_top_color, title='#1 Highest background')
ma1_bot_p1 = plot(ma1_bot_visible or md_show ? ma1_bot_low : na, color=ma1_bot_color, linewidth=1, style=plot.style_linebr, title='#1 Lowest AVWAP')
ma1_bot_p2 = plot(ma1_bot_visible or md_show ? ma1_bot_mid : na, color=na, editable=false)
fill(ma1_bot_p1, ma1_bot_p2, ma1_bot_color, title='#1 Lowest background')
ma1_trend = getMidasTrend(ma1_top_high, ma1_bot_low)
ma2_len = input(72, '#2 Length', minval=2, type=input.integer)
ma2_highbars = highestbars(ma2_len) * -1
ma2_lowbars = lowestbars(ma2_len) * -1
[ma2_top_mid, ma2_top_high] = getMidas(ma2_highbars, true)
[ma2_bot_mid, ma2_bot_low] = getMidas(ma2_lowbars, false)
ma2_top_visible = (na(ma1_top_high) or ma1_top_high < ma2_top_high) and ma2_top_high > low
ma2_bot_visible = (na(ma1_bot_low) or ma1_bot_low > ma2_bot_low) and ma2_bot_low < high
ma2_top_color = ma2_top_visible ? color.red : md_show ? #926966 : na
ma2_bot_color = ma2_bot_visible ? color.green : md_show ? #527552 : na
ma2_top_p1 = plot(ma2_top_visible or md_show ? ma2_top_high : na, color=ma2_top_color, linewidth=2, style=plot.style_linebr, title='#2 Highest AVWAP')
ma2_top_p2 = plot(ma2_top_visible or md_show ? ma2_top_mid : na, color=na, editable=false)
fill(ma2_top_p1, ma2_top_p2, ma2_top_color, title='#2 Highest background')
ma2_bot_p1 = plot(ma2_bot_visible or md_show ? ma2_bot_low : na, color=ma2_bot_color, linewidth=2, style=plot.style_linebr, title='#2 Lowest AVWAP')
ma2_bot_p2 = plot(ma2_bot_visible or md_show ? ma2_bot_mid : na, color=na, editable=false)
fill(ma2_bot_p1, ma2_bot_p2, ma2_bot_color, title='#2 Lowest background')
ma2_trend = getMidasTrend(ma2_top_high, ma2_bot_low)
ma3_len = input(305, '#3 Length', minval=2, type=input.integer)
ma3_highbars = highestbars(ma3_len) * -1
ma3_lowbars = lowestbars(ma3_len) * -1
[ma3_top_mid, ma3_top_high] = getMidas(ma3_highbars, true)
[ma3_bot_mid, ma3_bot_low] = getMidas(ma3_lowbars, false)
ma3_top_visible = (na(ma2_top_high) or ma2_top_high < ma3_top_high) and ma3_top_high > low
ma3_bot_visible = (na(ma2_bot_low) or ma2_bot_low > ma3_bot_low) and ma3_bot_low < high
ma3_top_color = ma3_top_visible ? color.red : md_show ? #926966 : na
ma3_bot_color = ma3_bot_visible ? color.green : md_show ? #527552 : na
ma3_top_p1 = plot(ma3_top_visible or md_show ? ma3_top_high : na, color=ma3_top_color, linewidth=4, style=plot.style_linebr, title='#3 Highest AVWAP')
ma3_top_p2 = plot(ma3_top_visible or md_show ? ma3_top_mid : na, color=na, editable=false)
fill(ma3_top_p1, ma3_top_p2, ma3_top_color, title='#3 Highest background')
ma3_bot_p1 = plot(ma3_bot_visible or md_show ? ma3_bot_low : na, color=ma3_bot_color, linewidth=4, style=plot.style_linebr, title='#3 Lowest AVWAP')
ma3_bot_p2 = plot(ma3_bot_visible or md_show ? ma3_bot_mid : na, color=na, editable=false)
fill(ma3_bot_p1, ma3_bot_p2, ma3_bot_color, title='#3 Lowest background')
ma3_trend = getMidasTrend(ma3_top_high, ma3_bot_low)
ma4_len = input(1292, '#4 Length', minval=2, type=input.integer)
ma4_highbars = highestbars(ma4_len) * -1
ma4_lowbars = lowestbars(ma4_len) * -1
[ma4_top_mid, ma4_top_high] = getMidas(ma4_highbars, true)
[ma4_bot_mid, ma4_bot_low] = getMidas(ma4_lowbars, false)
ma4_top_visible = (na(ma3_top_high) or ma3_top_high < ma4_top_high) and ma4_top_high > low
ma4_bot_visible = (na(ma3_bot_low) or ma3_bot_low > ma4_bot_low) and ma4_bot_low < high
ma4_top_color = ma4_top_visible ? color.red : md_show ? #926966 : na
ma4_bot_color = ma4_bot_visible ? color.green : md_show ? #527552 : na
ma4_top_p1 = plot(ma4_top_visible or md_show ? ma4_top_high : na, color=ma4_top_color, linewidth=6, style=plot.style_linebr, title='#4 Highest AVWAP')
ma4_top_p2 = plot(ma4_top_visible or md_show ? ma4_top_mid : na, color=na, editable=false)
fill(ma4_top_p1, ma4_top_p2, ma4_top_color, title='#4 Highest background')
ma4_bot_p1 = plot(ma4_bot_visible or md_show ? ma4_bot_low : na, color=ma4_bot_color, linewidth=6, style=plot.style_linebr, title='#4 Lowest AVWAP')
ma4_bot_p2 = plot(ma4_bot_visible or md_show ? ma4_bot_mid : na, color=na, editable=false)
fill(ma4_bot_p1, ma4_bot_p2, ma4_bot_color, title='#4 Lowest background')
ma4_trend = getMidasTrend(ma4_top_high, ma4_bot_low)