EVWMA Acc/Dist. Pressure & FRACTAL BANDS by @XeL_Arjona

//	* EVWMA ACCUMULATION/DISTRIBUTION PRESSURE & FRACTAL BANDS.
//    Ver. 3.0 @ 4.11.2015
//    By Ricardo M Arjona @XeL_Arjona
//	
//		DISCLAIMER:
//
//      The Following indicator/code IS NOT intended to be
//      a formal investment advice or recommendation by the
//      author, nor should be construed as such. Users
//      will be fully responsible by their use regarding 
//      their own trading vehicles/assets.
//
//		The embedded code and ideas within this work are 
//		FREELY AND PUBLICLY available on the Web
//		for NON LUCRATIVE ACTIVITIES and must remain as is.
//
//      CHANGE LOG:
//
//      -  Derived work from first Accumulation/DistributionAMA
//      Indicators.  For concrete description refer to TV's Script
//      sharing page.
//
//            << THIS IS AN EXPERIMENTAL INDICATOR !! >>
//
//         ALL NEW IDEAS OR MODIFICATIONS to these indicator(s) are
//      Welcome in favor to deploy a better and more accurate readings.
//      I will be very glad to be notified at Twitter or TradingVew
//      accounts at:   @XeL_Arjona
//
//      Any important addition to this work MUST REMAIN
//      PUBLIC by means of CreativeCommons CC & TradingView.
//      2015
//		
//////////////////////////////////////////////////////////////////
study("EVWMA Acc/Dist. Pressure & FRACTAL BANDS by @XeL_Arjona", shorttitle="adFB_XeL", overlay=true)
resi = input(title="Fixed TimeFrame Resolution:", type=resolution, defval="D")
p = input(title="Rolling Lookback Window:", defval=756) // 252 avg days = 1 trading year.
eul = input(false, title="Hide Std.ERROR BANDS:")
hide = input(false, title="Hide FRACTAL BANDS:")
// MAIN GENERAL VARIABLES/FUNCTIONS
resb = resi
bc1 = #99ff99
bc2 = #4ccc4c
bc3 = #1a801a
bc4 = #004c0d
sc1 = #ffc0c0
sc2 = #ff8080
sc3 = #ff4040
sc4 = red
ac1 = blue
// Elastic Volume Weighted Moving Average   
evwma(array,window,shares,volu) =>
    data = nz(data[1],array) * (1-(volu/shares))+(volu/shares)*array
// Bollinger Bands Function
BolB(array,per,mult,dir) =>
    std = stdev(array,per)
    d = dir ? 1 : -1
    band = array + d * mult * std
// Standard Error Band Function
stdeB(array,per,mult,dir) =>
    stde = stdev(array,per)/sqrt(per)
    d = dir ? 1 : -1
    eband = array + d * mult * stde
//Morphic Number Constants for Fractal Multipliers.
_phi = 1.618033  // Phi Number (Fibonacci Seq.)
_pn  = 1.324718  // Plastic Number (Podovan Seq.)
_e   = 2.71828   // e constant (Euler)
Fm = _phi
// Accumulation/Distribution Equal Weighting on candle Range. (As TV has no Tick Resolution)
Hi = max(high,close[1])
Lo = min(low,close[1])
BP = nz(close-Lo) == 0 ? 1 : close-Lo
SP = nz(Hi-close) == 0 ? 1 : Hi-close
TP = BP+SP
// GENERAL CALCULATION VARIABLES FOR STUDIES
// Workaround condition for non-reported volume securities.
evol = volume
vol = na(evol) ? 1 : iff(evol <= 0, 1, evol)
// Acc/Dist. separation Algorithms with EVWMA for each Volume Weight on candle.
BPV = (BP/TP)*vol
SPV = (SP/TP)*vol
bpS = sum(BPV,p)
spS = sum(SPV,p)
bpMavg = nz(evwma(close,p,bpS,vol),bpMavg[1])
spMavg = nz(evwma(close,p,spS,vol),spMavg[1])
VPMavg = avg(bpMavg,spMavg)
// Fractal Deviation Bands (Morphic Multiplier)
vortex = security(tickerid,resb,VPMavg)
bpavg = security(tickerid,resb,bpMavg)
spavg = security(tickerid,resb,spMavg)
dev = Fm        // Standard Deviation Multiplier (Golden Ratio by DEFAULT)
FDBvt = BolB(vortex,p,dev,true)
TB1 = security(tickerid,resb,FDBvt) 
FDB1t = BolB(FDBvt,p,dev,true)
TB2 = security(tickerid,resb,FDB1t)
FDB2t = BolB(FDB1t,p,dev,true)
TB3 = security(tickerid,resb,FDB2t)
FDB3t = BolB(FDB2t,p,dev,true)
TB4 = security(tickerid,resb,FDB3t)
FDBvb = BolB(vortex,p,dev,false)
BB1 = security(tickerid,resb,FDBvb)
FDB1b = BolB(FDBvb,p,dev,false)
BB2 = security(tickerid,resb,FDB1b)
FDB2b = BolB(FDB1b,p,dev,false)
BB3 = security(tickerid,resb,FDB2b)
FDB3b = BolB(FDB2b,p,dev,false)
BB4 = security(tickerid,resb,FDB3b)
//  Standard Error Bands (Euler Mult)
FDBe1t = stdeB(vortex,p,_e*3,true) 
TBe1 = security(tickerid,resb,FDBe1t)
FDBe2t = stdeB(FDBe1t,p,_e*3,true)  
TBe2 = security(tickerid,resb,FDBe2t)
FDBe1b = stdeB(vortex,p,_e*3,false)
BBe1 = security(tickerid,resb,FDBe1b)
FDBe2b = stdeB(FDBe1b,p,_e*3,false)
BBe2 = security(tickerid,resb,FDBe2b)
// PLOT DIRECTIVES
VortexCol = close >= vortex ? green : red
//Center Avg Line
va = plot(vortex, color=VortexCol, title='Vortex', style=line, linewidth=3, transp=0)
// Fractal Bands
t1 = plot(hide?na:TB1, color=bc4, editable=false, linewidth=1)
t2 = plot(hide?na:TB2, color=bc3, editable=false, linewidth=1)
t3 = plot(hide?na:TB3, color=bc2, editable=false, linewidth=1)
t4 = plot(hide?na:TB4, color=bc1, editable=false, linewidth=1)
b1 = plot(hide?na:BB1, color=sc4, editable=false, linewidth=1)
b2 = plot(hide?na:BB2, color=sc3, editable=false, linewidth=1)
b3 = plot(hide?na:BB3, color=sc2, editable=false, linewidth=1)
b4 = plot(hide?na:BB4, color=sc1, editable=false, linewidth=1)
// Standard Error Bands
et1 = plot(eul?na:TBe1, color=ac1, transp=81, title="StE1u", linewidth=1)
et2 = plot(eul?na:TBe2, color=ac1, transp=81, title="StE2u", linewidth=1)
eb1 = plot(eul?na:BBe1, color=ac1, transp=81, title="StE1d", linewidth=1)
eb2 = plot(eul?na:BBe2, color=ac1, transp=81, title="StE2d", linewidth=1)
// FRACTAL BANDS CLOUD
fill(va, t1, color=bc1, transp=90, title='BullZ1', editable=false)
fill(t1, t2, color=bc2, transp=90, title='BullZ2', editable=false)
fill(t2, t3, color=bc3, transp=90, title='BullZ3', editable=false)
fill(t3, t4, color=bc4, transp=90, title='BullZ4', editable=false)
fill(va, b1, color=sc1, transp=90, title='BearZ1', editable=false)
fill(b1, b2, color=sc2, transp=90, title='BearZ2', editable=false)
fill(b2, b3, color=sc3, transp=90, title='BearZ3', editable=false)
fill(b3, b4, color=sc4, transp=90, title='BearZ4', editable=false)
// STANDARD ERROR BANDS SHADOW CLOUD
fill(et1,et2, color=ac1, transp=90, title='StdE-TOP')
fill(eb1,eb2, color=ac1, transp=90, title='StdE-BOT')