Hello,
Looking for some assistance to fix some code please. The code with in BOLD lines are errors that appear to be incorrect
Any assistance is greatly appreciated.Thank you for your time
Here is the code
// Rolling VWAP
// v3, 2022.07.24
// Constants
MS_IN_MIN = 60 * 1000;
MS_IN_HOUR = MS_IN_MIN * 60;
MS_IN_DAY = MS_IN_HOUR * 24;
TT_SRC = ‘The source used to calculate the VWAP. The default is the average of the high, low, and close prices.’;
TT_WINDOW = ‘By default, the time period used to calculate the RVWAP automatically adjusts with the chart”s timeframe.’;
TT_MINBARS = ‘The minimum number of last values to keep in the moving window, even if these values are outside the time period.’;
TT_STDEV = ‘The multiplier for the standard deviation bands offset above and below the RVWAP.’;
TT_TABLE = ‘Displays the time period of the rolling window.’;
// Inputs
srcInput = close; // Assuming hlc3 in Pine Script is equivalent to the close in ProRealTime
fixedTfInput = request.bool(false, ‘Use a fixed time period’);
daysInput = request.integer(1, ‘Days’) * MS_IN_DAY;
hoursInput = request.integer(0, ‘Hours’) * MS_IN_HOUR;
minsInput = request.integer(0, ‘Minutes’) * MS_IN_MIN;
showInfoBoxInput = request.bool(true, ‘Show time period’);
infoBoxSizeInput = request.string(‘small’, ‘Size ’, ‘tiny;small;normal;large;huge;auto’);
infoBoxYPosInput = request.string(‘bottom’, ‘↕’, ‘top;middle;bottom’);
infoBoxXPosInput = request.string(‘left’, ‘↔’, ‘left;center;right’);
infoBoxColorInput = request.color(gray, ”);
infoBoxTxtColorInput = request.color(white, ‘T’);
stdevMult1 = request.float(0.0, ‘Bands Multiplier 1’);
stdevMult2 = request.float(0.0, ‘Bands Multiplier 2’);
stdevMult3 = request.float(0.0, ‘Bands Multiplier 3’);
stdevColor1 = request.color(green, ”);
stdevColor2 = request.color(yellow, ”);
stdevColor3 = request.color(red, ”);
minBarsInput = request.integer(10, ‘Bars’);
// Functions
function timeStep: integer;
var
tfInMs: integer;
begin
tfInMs := timeframeinseconds * 1000;
if tfInMs <= MS_IN_MIN then
result := MS_IN_HOUR
else if tfInMs <= MS_IN_MIN * 5 then
result := MS_IN_HOUR * 4
else if tfInMs <= MS_IN_HOUR then
result := MS_IN_DAY * 1
else
result := 0; // You may want to handle additional cases as needed
end;
// Calculations and Plots
if islast and ta.cum(nz(volume)) = 0 then
print(‘No volume is provided by the data vendor.’);
timeInMs := fixedTfInput ? minsInput + hoursInput + daysInput : timeStep();
sumSrcVol := totalforTimeWhen(srcInput * volume, timeInMs, true, minBarsInput);
sumVol := totalforTimeWhen(volume, timeInMs, true, minBarsInput);
sumSrcSrcVol := totalforTimeWhen(volume * power(srcInput, 2), timeInMs, true, minBarsInput);
rollingVWAP := sumSrcVol / sumVol;
variance := sumSrcSrcVol / sumVol – sqr(rollingVWAP);
variance := max(0, variance);
stDev := sqrt(variance);
upperBand1 := rollingVWAP + stDev * stdevMult1;
lowerBand1 := rollingVWAP – stDev * stdevMult1;
upperBand2 := rollingVWAP + stDev * stdevMult2;
lowerBand2 := rollingVWAP – stDev * stdevMult2;
upperBand3 := rollingVWAP + stDev * stdevMult3;
lowerBand3 := rollingVWAP – stDev * stdevMult3;
plot(rollingVWAP, ‘Rolling VWAP’, orange);
p1 = plot(stdevMult1 <> 0 ? upperBand1 : na, ‘Upper Band 1’, stdevColor1);
p2 = plot(stdevMult1 <> 0 ? lowerBand1 : na, ‘Lower Band 1’, stdevColor1);
p3 = plot(stdevMult2 <> 0 ? upperBand2 : na, ‘Upper Band 2’, stdevColor2);
p4 = plot(stdevMult2 <> 0 ? lowerBand2 : na, ‘Lower Band 2’, stdevColor2);
p5 = plot(stdevMult3 <> 0 ? upperBand3 : na, ‘Upper Band 3’, stdevColor3);
p6 = plot(stdevMult3 <> 0 ? lowerBand3 : na, ‘Lower Band 3’, stdevColor3);
fill(p1, p2, color.new(green, 95), ‘Bands Fill’);
fill(p3, p4, color.new(green, 95), ‘Bands Fill’);
fill(p5, p6, color.new(green, 95), ‘Bands Fill’);
// Display of time period.
tfDisplay = table.new(infoBoxYPosInput + ‘_’ + infoBoxXPosInput, 1, 1);
if showInfoBoxInput and islastconfirmedhistory then
table.cell(tfDisplay, 0, 0, tfString(timeInMs), bgcolor = infoBoxColorInput, text_color = infoBoxTxtColorInput, text_size = infoBoxSizeInput);
.
