//@version=2

study(title="Belkhayate Iceberg", shorttitle="Belkhayate Iceberg", overlay=true)

//Source

src = input(defval=hlc3, title="Source")

//Interval

int = input(defval="D", title="Interval")

//Volume Weighted Average Range Multiplier

rm = input(defval=1.618, minval=1, step=0.001, title="VWAR Multiplier")

//Number of Range Multiples

nfib = input(defval=5, minval=0, maxval=5, title="Number of VWAR Multiples")

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//Definitions

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//Interval Open

intopen = security(tickerid, int, open)

//New Interval

newint = (intopen > intopen[1]) or (intopen < intopen[1])

//Volume

v = volume

vsum = newint ? v : nz(vsum[1]) + v

//VWAP
pv = src*v

pvsum = newint ? pv : nz(pvsum[1]) + pv

VWAP = pvsum/vsum

//VWAR

rv = (high - low)*v

rvsum = newint ? rv : nz(rvsum[1]) + rv

VWAR = rvsum/vsum

//Bands

hband5 = (nfib==5) ? VWAP + 5*VWAR*rm : na

hband4 = (nfib==4) or (nfib==5) ? VWAP + 4*VWAR*rm : na

hband3 = (nfib==3) or (nfib==4) or (nfib==5) ? VWAP + 3*VWAR*rm : na

hband2 = (nfib==2) or (nfib==3) or (nfib==4) or (nfib==5) ? VWAP + 2*VWAR*rm : na

hband1 = (nfib==1) or (nfib==2) or (nfib==3) or (nfib==4) or (nfib==5) ? VWAP + VWAR*rm : na

lband1 = (nfib==1) or (nfib==2) or (nfib==3) or (nfib==4) or (nfib==5) ? VWAP - VWAR*rm : na

lband2 = (nfib==2) or (nfib==3) or (nfib==4) or (nfib==5) ? VWAP - 2*VWAR*rm : na

lband3 = (nfib==3) or (nfib==4) or (nfib==5) ? VWAP - 3*VWAR*rm : na

lband4 = (nfib==4) or (nfib==5) ? VWAP - 4*VWAR*rm : na

lband5 = (nfib==5) ? VWAP - 5*VWAR*rm : na

//Colors

vcolor1 = VWAP > VWAP[1] ? lime : VWAP < VWAP[1] ? red : orange

vcolor2 = VWAP > VWAP[1] ? green : VWAP < VWAP[1] ? maroon : orange

barcolor = (VWAP > VWAP[1]) and (src > VWAP) and (src > src[1]) ? lime : (VWAP > VWAP[1]) and (src
> VWAP) and (src < src[1]) ? green : (VWAP < VWAP[1]) and (src < VWAP) and (src < src[1]) ? red :
(VWAP < VWAP[1]) and (src < VWAP) and (src > src[1]) ? maroon : orange

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//Plots
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//VWAP

vplot = plot(VWAP, color=vcolor1, linewidth=3, transp=0, title="VWAP")