BAMBAM with VWAP Bands

//version=5
// Knitted by Reigen lol
indicator("BAMBAM with VWAP Bands", overlay=true)

// Signal by BAMBAM
lookback = input.int(200, 'Lookback', minval=0, maxval=500, group='Signal')
lessRatio = input.float(0.05, 'Less Ratio', minval=0.001, maxval=0.1, group='Signal')

ph = high[1]
pl = low[1]
vb = high == low ? 0 : volume * (close - low) / (high - low)
vs = high == low ? 0 : volume * (high - close) / (high - low)
vd = vb[1] - vs[1]
vol = vb[1] + vs[1]
top = ta.highest(ph, lookback)
btm = ta.lowest(pl, lookback)
avgVol = math.sum(vol, lookback) / lookback
vdRatio = math.abs(vd / vol)
isLessRatio = vdRatio < lessRatio
highVol = vol > avgVol
bearSignal = ph >= top and highVol and (isLessRatio or vd < 0)
bullSignal = pl <= btm and highVol and (isLessRatio or vd > 0)

// Marker Generation
bearPlot = bearSignal ? 1 : na
bullPlot = bullSignal ? 1 : na
plotshape(series=bearPlot, color=color.new(color.red, 0), style=shape.labeldown, location=location.abovebar, offset=-1, title='Bearish Signal', size=size.small)
plotshape(series=bullPlot, color=color.new(color.lime, 0), style=shape.labelup, location=location.belowbar, offset=-1, title='Bullish Signal', size=size.small)

// Alert Conditions
alertcondition(bearSignal, title="Bearish Signal Alert", message="Bearish Signal detected")
alertcondition(bullSignal, title="Bullish Signal Alert", message="Bullish Signal detected")

// VWAP Bands by qrsq
getTheme(theme) =>
color lineCol = na
color bgCol = na
if theme == "Light"
lineCol := color.rgb(255,255,255,45)
bgCol := color.rgb(255,255,255,85)
if theme == "Dark"
lineCol := color.new(#393b44, 30)
bgCol := color.new(#393b44, 92)
if theme == "Blue"
lineCol := color.new(#2962ff,30)
bgCol := color.new(#2962ff,92)
if theme == "Red"
lineCol := color.new(#e84b4c, 30)
bgCol := color.new(#e84b4c, 92)
if theme == "Orange"
lineCol := color.new(#ffb228, 30)
bgCol := color.new(#ffb228, 92)
if theme == "Green"
lineCol := color.new(#01c082, 30)
bgCol := color.new(#01c082, 92)
[lineCol, bgCol]

theme = input.string("Dark", title="Theme", options=["Light", "Dark", "Blue", "Red", "Orange", "Green"], group="Styling")

color lineCol = na
color bgCol = na
[_lineCol, _bgCol] = getTheme(theme)
lineCol:=_lineCol
bgCol:=_bgCol

BV = high == low ? 0 : volume * (close - low) / (high - low)
SV = high == low ? 0 : volume * (high - close) / (high - low)
src = input(title = "Source", defval = hlc3, group="VWAP Settings")
length = input.int(100, title="Length", group="VWAP Settings")
stdevMultiplier = input.float(1.5, "SD Multiplier 1", group="VWAP Settings")
stdevMultiplier2 = input.float(2, "SD Multiplier 2", group="VWAP Settings")

showDouble = input.bool(true, "Show double bands", group="VWAP Settings")

sumBuy = math.sum(BV, length)
sumSrcBuy = math.sum(src*BV, length)
sumSrcSrcBuy = math.sum(BV*math.pow(src,2), length)
VWAPBuy = sumSrcBuy / sumBuy
varianceBuy = (sumSrcSrcBuy / sumBuy) - math.pow(VWAPBuy, 2)
stDevBuy = math.sqrt(varianceBuy < 0 ? 0 : varianceBuy)

sumSell = math.sum(SV, length)
sumSrcSell = math.sum(src*SV, length)
sumSrcSrcSell = math.sum(SV*math.pow(src,2),length)
VWAPSell = sumSrcSell / sumSell
varianceSell = (sumSrcSrcSell / sumSell) - math.pow(VWAPSell, 2)
stDevSell = math.sqrt(varianceSell < 0 ? 0 : varianceSell)

thresholdDown = VWAPBuy - stDevBuy * stdevMultiplier
thresholdUp = VWAPSell + stDevSell * stdevMultiplier

bottomUpper = plot(VWAPSell - stDevSell*stdevMultiplier, color=lineCol)
bottomLower = plot(thresholdDown, color=lineCol)
fill(bottomUpper, bottomLower, color=bgCol)

topLower = plot(VWAPBuy + stDevBuy*stdevMultiplier, color=lineCol)
topUpper = plot(thresholdUp, color=lineCol)
fill(topUpper, topLower, color=bgCol)

bottomDbl = plot(showDouble?VWAPSell - stDevSell*stdevMultiplier2:na, color=lineCol)
fill(bottomDbl, bottomLower, color=showDouble?bgCol:color.new(color.white, 100))

topDbl = plot(showDouble?VWAPBuy + stDevBuy*stdevMultiplier2:na, color=lineCol)
fill(topDbl, topUpper, color=showDouble?bgCol:color.new(color.white, 100))