// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("VWAP with Standard Deviation Bands", "VWAPSD", overlay=true)

//@function Calculate VWAP with Standard Deviation Bands
//@param src Source price series (typically hlc3)
//@param vol Volume series
//@param reset_condition Condition to reset VWAP calculation
//@param num_devs Number of standard deviations for bands
//@returns [vwap, upper_band, lower_band]
vwapsd(series float src, series float vol, series bool reset_condition, simple float num_devs) =>
    if num_devs <= 0
        runtime.error("Number of deviations must be greater than 0")
    if num_devs > 5
        runtime.error("Number of deviations exceeds maximum of 5")
    
    var float sum_pv = 0.0, var float sum_vol = 0.0, var float sum_pv2 = 0.0
    float current_price = nz(src), float current_vol = nz(vol, 0.0)
    
    if reset_condition
        sum_pv := current_vol > 0.0 ? current_price * current_vol : 0.0
        sum_vol := current_vol > 0.0 ? current_vol : 0.0
        sum_pv2 := current_vol > 0.0 ? current_price * current_price * current_vol : 0.0
    else
        if current_vol > 0.0
            sum_pv += current_price * current_vol
            sum_vol += current_vol
            sum_pv2 += current_price * current_price * current_vol
    
    float vwap = sum_vol > 0.0 ? sum_pv / sum_vol : src
    float variance = sum_vol > 0.0 ? (sum_pv2 / sum_vol) - math.pow(vwap, 2) : 0.0
    float stddev = math.sqrt(math.max(0.0, variance))
    
    float upper = vwap + (num_devs * stddev)
    float lower = vwap - (num_devs * stddev)
    
    [vwap, upper, lower]

// ---------- Main loop ----------

// Inputs
i_source = input.source(hlc3, "Source")
i_session_type = input.string("1D", "Session Reset", options=["1m", "2m", "3m", "5m", "10m", "15m", "30m", "45m", "1H", "2H", "3H", "4H", "1D", "1W", "1M", "3M", "6M", "12M", "Never"])
i_num_devs = input.float(2.0, "Standard Deviations", minval=0.1, maxval=5.0, step=0.1, tooltip="Number of standard deviations for bands")

// Calculate reset condition
reset_condition = switch i_session_type
    "1m" => ta.change(time("1")) != 0
    "2m" => ta.change(time("2")) != 0
    "3m" => ta.change(time("3")) != 0
    "5m" => ta.change(time("5")) != 0
    "10m" => ta.change(time("10")) != 0
    "15m" => ta.change(time("15")) != 0
    "30m" => ta.change(time("30")) != 0
    "45m" => ta.change(time("45")) != 0
    "1H" => ta.change(time("60")) != 0
    "2H" => ta.change(time("120")) != 0
    "3H" => ta.change(time("180")) != 0
    "4H" => ta.change(time("240")) != 0
    "1D" => ta.change(time("1D")) != 0
    "1W" => ta.change(time("1W")) != 0
    "1M" => ta.change(time("1M")) != 0
    "3M" => ta.change(time("3M")) != 0
    "6M" => ta.change(time("6M")) != 0
    "12M" => ta.change(time("12M")) != 0
    "Never" => bar_index == 0
    => false

// Calculation
[vwap, upper, lower] = vwapsd(i_source, volume, reset_condition, i_num_devs)

// Plot
plot(vwap, "VWAP", color=color.yellow, linewidth=2)
plot(upper, "Upper Band", color=color.red, linewidth=1, style=plot.style_line)
plot(lower, "Lower Band", color=color.green, linewidth=1, style=plot.style_line)

// Fill between bands
fill_color = color.new(color.gray, 90)
fill(plot(upper), plot(lower), color=fill_color, title="Band Fill")