Vwap mtf Swing Stock Strategy
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © exlux99

//@version=4
strategy(title="VWAP MTF STOCK STRATEGY", overlay=true, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0, pyramiding=1 )

// high^2 / 2 - low^2 -2

h=pow(high,2) / 2
l=pow(low,2) / 2

o=pow(open,2) /2
c=pow(close,2) /2


x=(h+l+o+c) / 4
y= sqrt(x)

source = y
useTrueRange = false
length = input(27, minval=1)
mult = input(0, step=0.1)
ma = sma(source, length)
range = useTrueRange ? tr : high - low
rangema = sma(range, length)
upper = ma + rangema * mult
lower = ma - rangema * mult
crossUpper = crossover(source, upper)
crossLower = crossunder(source, lower)
bprice = 0.0
bprice := crossUpper ? high+syminfo.mintick : nz(bprice[1])
sprice = 0.0
sprice := crossLower ? low -syminfo.mintick : nz(sprice[1])
crossBcond = false
crossBcond := crossUpper ? true
     : na(crossBcond[1]) ? false : crossBcond[1]
crossScond = false
crossScond := crossLower ? true
     : na(crossScond[1]) ? false : crossScond[1]
cancelBcond = crossBcond and (source < ma or high >= bprice )
cancelScond = crossScond and (source > ma or low <= sprice )

longOnly = true

fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2000, title = "From Year", minval = 1970)
 //monday and session 
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2021, title = "To Year", minval = 1970)

startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate 

srcX = input(ohlc4)
t = time("W")
start = na(t[1]) or t > t[1]

sumSrc = srcX * volume
sumVol = volume
sumSrc := start ? sumSrc : sumSrc + sumSrc[1]
sumVol := start ? sumVol : sumVol + sumVol[1]

vwapW= sumSrc / sumVol

 
//crossUpper = crossover(source, upper)
//crossLower = crossunder(source, lower)
shortCondition = close < vwap and time_cond and (close < vwapW)
longCondition = close > vwap and time_cond and (close > vwapW)

 


if(longOnly and time_cond)
    if (crossLower and close < vwapW )
        strategy.close("long")
    if (crossUpper and close>vwapW)
        strategy.entry("long", strategy.long, stop=bprice)
