This should help
Ruby:#VWAP Anchored to Date/Time input startdateselection = {default Daily, Custom}; input starttimeselection = {default RTH, PRE, Custom}; input showtodayonly = yes; input colorvwap = yes; input usehigher = {default current, higher}; input agg = AggregationPeriod.FIFTEEN_MIN; input startdate = 20211130; input starttime = 0930; def time = if starttimeselection == starttimeselection.RTH then 0930 else if starttimeselection == starttimeselection.PRE then 0400 else starttime; def ymd = GetYYYYMMDD(); def bn = BarNumber(); def c = close; def v = volume(period = agg); def vw = vwap(period = agg); def anchor; def volumesum; def volumevwapsum; def volumevwap2sum; def price; def deviation; if usehigher == usehigher.current and GetAggregationPeriod() < AggregationPeriod.DAY or usehigher == usehigher.higher and agg < AggregationPeriod.DAY { anchor = if startdateselection == startdateselection.Daily and ymd != ymd[1] or startdateselection == startdateselection.Custom and GetYYYYMMDD() < startdate then 0 else if SecondsFromTime(time)[1] <= 0 and SecondsFromTime(time) >= 0 then 1 else anchor[1]; volumesum = if (anchor) then volumesum[1] + volume else 0; volumevwapsum = if (anchor) then volumevwapsum[1] + volume * vwap else 0; volumevwap2sum = if (anchor) then volumevwap2sum[1] + volume * Sqr(vwap) else 0; price = volumevwapsum / volumesum; deviation = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0)); } else { anchor = if GetYYYYMMDD() >= startdate then 1 else 0; volumesum = if anchor then CompoundValue(1, volumesum[1] + v, v) else 0; volumevwapsum = if anchor then CompoundValue(1, volumevwapsum[1] + v * vw, v * vw) else 0; volumevwap2sum = if anchor then CompoundValue(1, volumevwap2sum[1] + v * Sqr(vw), v * Sqr(vw)) else 0; price = volumevwapsum / volumesum; deviation = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0)); } plot VWAP = if showtodayonly and startdateselection == startdateselection.Daily and !IsNaN(close(period = AggregationPeriod.DAY)[-1]) then Double.NaN else price; VWAP.AssignValueColor(if colorvwap and close[1] < VWAP then Color.RED else Color.CYAN); input showbands = yes; input numDev1 = 1.0; input numDev2 = 2.0; input numDev3 = 3.0; plot UpperBand1 = if !showbands then Double.NaN else VWAP + numDev1 * deviation; plot LowerBand1 = if !showbands then Double.NaN else VWAP - numDev1 * deviation; plot UpperBand2 = if !showbands then Double.NaN else VWAP + numDev2 * deviation; plot LowerBand2 = if !showbands then Double.NaN else VWAP - numDev2 * deviation; plot UpperBand3 = if !showbands then Double.NaN else VWAP + numDev3 * deviation; plot LowerBand3 = if !showbands then Double.NaN else VWAP - numDev3 * deviation; VWAP.SetDefaultColor(Color.CYAN); UpperBand1.SetDefaultColor(Color.GREEN); LowerBand1.SetDefaultColor(Color.RED); UpperBand2.SetDefaultColor(Color.GREEN); LowerBand2.SetDefaultColor(Color.RED); UpperBand3.SetDefaultColor(Color.GREEN); LowerBand3.SetDefaultColor(Color.RED); VWAP.HideBubble(); UpperBand1.HideBubble(); LowerBand1.HideBubble(); UpperBand2.HideBubble(); LowerBand2.HideBubble(); UpperBand3.HideBubble(); LowerBand3.HideBubble(); input showclouds = yes; AddCloud(if showclouds then UpperBand3 else Double.NaN, UpperBand2, Color.LIGHT_GREEN, Color.LIGHT_GREEN); AddCloud(if showclouds then LowerBand3 else Double.NaN, LowerBand2, Color.LIGHT_RED, Color.LIGHT_RED); input showbubblesline = yes; input bubblemoverVWAP_Labels = 5;#Hint bubblemoverVWAP_Labels: Number of Spaces bubble offset in expansion area def n = bubblemoverVWAP_Labels; def n1 = n + 1; AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] , "V:\n" + Round(price[n1] , 2), Color.ORANGE); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] + numDev1 * deviation[n1] , "V1:\n" + Round((price[n1] + numDev1 * deviation[n1]), 2), Color.GREEN); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] + numDev2 * deviation[n1] , "V2:\n" + Round(price[n1] + numDev2 * deviation[n1], 2), Color.GREEN); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] + numDev3 * deviation[n1] , "V3:\n" + Round(price[n1] + numDev3 * deviation[n1], 2), Color.GREEN); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] - numDev1 * deviation[n1] , "V1:\n" + Round(price[n1] - numDev1 * deviation[n1], 2), Color.RED, no); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] - numDev2 * deviation[n1] , "V2:\n" + Round(price[n1] - numDev2 * deviation[n1] , 2), Color.RED, no); AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) , price[n1] - numDev3 * deviation[n1] , "V3:\n" + Round(price[n1] - numDev3 * deviation[n1] , 2), Color.RED, no); input showbubblescurrSTD = no; input bubblemoverVSTD = 1;#Hint bubblemoverVSTD: Number of Spaces VSTD bubble offset in expansion def p = bubblemoverVSTD; def p1 = p + 1; AddChartBubble(showbubblescurrSTD and IsNaN(c[p]) and !IsNaN(c[p1]) , c[p1], Round(((c[p1] - price[p1]) / deviation[p1]), 1) + "\n" + Round(c[p1], 2) , if c[p1] > VWAP[p1] then Color.GREEN else Color.RED, if c[p1] > VWAP[p1] then yes else no );
