如何为Koalafied VWAP指标添加额外标准差水平？

我需要给Koalafied VWAP指标新增两个额外的标准差水平（±3σ），但直接复制现有标准差代码修改后无法正常工作，以下是修复后的完整代码及修改说明：

修改要点 #

• 新增stDevMultiplier_3输入参数，用于设置3倍标准差的乘数
• 更新compute_stDEV函数，加入±3σ波段的计算逻辑
• 新增±3σ波段的绘图、标签及填充逻辑
• 更新previouslevels函数，支持保存和返回历史±3σ水平
• 新增历史±3σ水平的绘图与标签

修改后的完整代码 #

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TJ_667

// Volume Weighted Average Price for multiple periods with Standard Deviation band selection - Daily, Weekly, Monthly, Quarterly, Yearly 

indicator("Koalafied VWAP D/W/M/Q/Y ", overlay = true)

// ---------- Functions ---------- //

// TradingView vwap function. Taken out stdev calcs to put in seperate function. 
computeVWAP(src, isNewPeriod) =>
    var float sumSrcVol = na
    var float sumVol = na
    var float sumSrcSrcVol = na

    sumSrcVol := isNewPeriod ? src * volume : src * volume + sumSrcVol[1]
    sumVol := isNewPeriod ? volume : volume + sumVol[1]
    // sumSrcSrcVol calculates the dividend of the equation that is later used to calculate the standard deviation
    sumSrcSrcVol := isNewPeriod ? volume * math.pow(src, 2) : volume * math.pow(src, 2) + sumSrcSrcVol[1]

    _vwap = sumSrcVol / sumVol
    variance = sumSrcSrcVol / sumVol - math.pow(_vwap, 2)
    variance := variance < 0 ? 0 : variance
    stDev = math.sqrt(variance)

    [_vwap, stDev]

// Standard Deviation Band calculation function - 新增±3σ计算
compute_stDEV(_vwap, stDev, stDevMultiplier_1, stDevMultiplier_2, stDevMultiplier_3) =>
    upperBand_3 = _vwap + stDev * stDevMultiplier_3
    upperBand_2 = _vwap + stDev * stDevMultiplier_2
    upperBand_1 = _vwap + stDev * stDevMultiplier_1
    lowerBand_1 = _vwap - stDev * stDevMultiplier_1
    lowerBand_2 = _vwap - stDev * stDevMultiplier_2
    lowerBand_3 = _vwap - stDev * stDevMultiplier_3
    
    [upperBand_3, upperBand_2, upperBand_1, lowerBand_1, lowerBand_2, lowerBand_3]

// Label function from sbtnc - Daily Weekly Monthly Opens script
f_drawLabel(_x, _y, _text, _textcolor, _style, _size) =>
    var _label = label.new(
     x          = _x,
     y          = _y,
     text       = _text,
     textcolor  = _textcolor,
     style      = _style,
     size       = _size,
     xloc       = xloc.bar_time
     )
    
    label.set_xy(_label, _x, _y)

// ---------- VWAP selection ---------- //

src = input(hlc3, "VWAP Source")

plot_vD = input(true, "Plot Daily VWAP")
plot_vW = input(true, "Plot Weekly VWAP")
plot_vM = input(true, "Plot Monthly VWAP")
plot_vQ = input(true, "Plot Quarterly VWAP")
plot_vY = input(true, "Plot Yearly VWAP")

showStd = input(false, "Plot Standard Deviation")
Std_selection = input.string(title = "Standard Deviation Option", defval="Day", options = ["Day", "Week", "Month", "Quarter", "Year"])

// 新增3倍标准差乘数输入
stDevMultiplier_1 = input(1.0, "StDev mult 1")
stDevMultiplier_2 = input(2.0, "StDev mult 2")
stDevMultiplier_3 = input(3.0, "StDev mult 3")

show_labels = input(true, "Show Labels")
fill_bands = input(false, "Fill Bands")

// 新增控制是否绘制±3σ历史水平的参数
plot_pL1 = input(false, "Plot Previous Period 1+- Levels")
plot_pL2 = input(false, "Plot Previous Period 2+- Levels")
plot_pL3 = input(false, "Plot Previous Period 3+- Levels")

show_plabels = input(true, "Show Previous Labels")
fill_pbands = input(false, "Fill Previous Bands")

off_mult = input(15, "Label offset")
var DEFAULT_LABEL_SIZE      = size.small
var DEFAULT_LABEL_STYLE     = label.style_none
ll_offset = timenow + math.round(ta.change(time)*off_mult)

// ---------- VWAP Calculations ---------- //

timeChange(period) =>
    ta.change(time(period))

newSessionD = timeChange("D")
newSessionW = timeChange("W")
newSessionM = timeChange("M")
newSessionQ = timeChange("3M")
newSessionY = timeChange("12M")


// ---------- VWAP Function Calls ---------- //

[vD, stdevD] = computeVWAP(src, newSessionD)
[vW, stdevW] = computeVWAP(src, newSessionW)
[vM, stdevM] = computeVWAP(src, newSessionM)
[vQ, stdevQ] = computeVWAP(src, newSessionQ)
[vY, stdevY] = computeVWAP(src, newSessionY)


    

// ---------- Plot VWAPs ---------- //

vDplot = plot(plot_vD ? vD : na, title = "VWAP - Daily", color = color.red, style = plot.style_line, transp = 0, linewidth = 1)
f_drawLabel(ll_offset, show_labels and plot_vD ? vD : na, "--------- vD   ", color.red, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

vWplot = plot(plot_vW ? vW : na, title = "VWAP - Weekly", color = color.white, style = plot.style_line, transp = 0, linewidth = 1)
f_drawLabel(ll_offset, show_labels and plot_vW ? vW : na, "--------- vW   ", color.white, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

vMplot = plot(plot_vM ? vM : na, title = "VWAP - Monthly", color = color.blue, style = plot.style_line, transp = 0, linewidth = 1)
f_drawLabel(ll_offset, show_labels and plot_vM ? vM : na, "--------- vM   ", color.blue, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

vQplot = plot(plot_vQ ? vQ : na, title = "VWAP - Quarter", color = color.green, style = plot.style_line, transp = 0, linewidth = 1)
f_drawLabel(ll_offset, show_labels and plot_vQ ? vQ : na, "--------- vQ   ", color.green, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

vYplot = plot(plot_vY ? vY : na, title = "VWAP - Year", color = color.yellow, style = plot.style_line, transp = 0, linewidth = 1)
f_drawLabel(ll_offset, show_labels and plot_vY ? vY : na, "--------- vY   ", color.yellow, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 


// ---------- Standard Deviation Calc ---------- //

stdev_sel = Std_selection == "Day" ? stdevD : 
         Std_selection == "Week" ? stdevW : 
         Std_selection == "Month" ? stdevM : 
         Std_selection == "Quarter" ? stdevQ : 
         Std_selection == "Year" ? stdevY : na

vwap_sel = Std_selection == "Day" ? vD : 
         Std_selection == "Week" ? vW : 
         Std_selection == "Month" ? vM : 
         Std_selection == "Quarter" ? vQ : 
         Std_selection == "Year" ? vY : na

prev_period = Std_selection == "Day" ? newSessionD : 
         Std_selection == "Week" ? newSessionW : 
         Std_selection == "Month" ? newSessionM : 
         Std_selection == "Quarter" ? newSessionQ : 
         Std_selection == "Year" ? newSessionY : na

// 调用更新后的compute_stDEV函数，传入3倍乘数参数
[s3up, s2up, s1up, s1dn, s2dn, s3dn] = compute_stDEV(vwap_sel, stdev_sel, stDevMultiplier_1, stDevMultiplier_2, stDevMultiplier_3)

// 新增±3σ的绘图与标签
e = plot(showStd ? s3up : na, title = "VWAP - STDEV +3", color = color.purple, style = plot.style_linebr, linewidth = 3, transp = 70)
f_drawLabel(ll_offset, show_labels and showStd ?  s3up : na , "     -------- SD+3   ", color.purple, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

a = plot(showStd ? s2up : na, title = "VWAP - STDEV +2", color = color.red, style = plot.style_linebr, linewidth = 3, transp = 70)
f_drawLabel(ll_offset, show_labels and showStd ?  s2up : na , "     -------- SD+2   ", color.red, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

b = plot(showStd ? s1up : na, title = "VWAP - STDEV +1", color = color.gray, style = plot.style_linebr, linewidth = 3, transp = 60)
f_drawLabel(ll_offset, show_labels and showStd ?  s1up : na , "     -------- SD+1   ", color.gray, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

c = plot(showStd ? s1dn : na, title = "VWAP - STDEV -1", color = color.gray, style = plot.style_linebr, linewidth = 3, transp = 60)
f_drawLabel(ll_offset, show_labels and showStd ?  s1dn : na , "     -------- SD-1   ", color.gray, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

d = plot(showStd ? s2dn : na, title = "VWAP - STDEV -2", color = color.blue, style = plot.style_linebr, linewidth = 3, transp = 70)
f_drawLabel(ll_offset, show_labels and showStd ? s2dn : na , "     -------- SD-2   ", color.blue, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

f = plot(showStd ? s3dn : na, title = "VWAP - STDEV -3", color = color.purple, style = plot.style_linebr, linewidth = 3, transp = 70)
f_drawLabel(ll_offset, show_labels and showStd ? s3dn : na , "     -------- SD-3   ", color.purple, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

// 新增±3σ的填充颜色
fill_col_up_extra = color.new(color.purple, 95)
fill_col_up = color.new(color.red, 95)
fill_col_mid = color.new(color.gray, 90)
fill_col_down = color.new(color.blue, 95)
fill_col_down_extra = color.new(color.purple, 95)

// 更新填充逻辑，加入±3σ和±2σ之间的填充
fill(e, a, fill_bands ? fill_col_up_extra : na)
fill(a, b, fill_bands ? fill_col_up : na)
fill(b, c, fill_bands ? fill_col_mid : na)
fill(c, d, fill_bands ? fill_col_down : na)
fill(d, f, fill_bands ? fill_col_down_extra : na)


// ---------- Previous period levels ---------- //

// 更新previouslevels函数，加入±3σ历史水平的保存
previouslevels(period, VWAP, s3up, s2up, s1up, s1dn, s2dn, s3dn) =>
    var float pV = na
    var float ps3up = na
    var float ps2up = na
    var float ps1up = na
    var float ps1dn = na
    var float ps2dn = na
    var float ps3dn = na
    pV := period ? VWAP[1] : pV
    ps3up := period ? s3up[1] : ps3up
    ps2up := period ? s2up[1] : ps2up
    ps1up := period ? s1up[1] : ps1up
    ps1dn := period ? s1dn[1] : ps1dn
    ps2dn := period ? s2dn[1] : ps2dn
    ps3dn := period ? s3dn[1] : ps3dn

    [ pV, ps3up, ps2up, ps1up, ps1dn, ps2dn, ps3dn ]

// 调用更新后的previouslevels函数
[ pV, ps3up, ps2up, ps1up, ps1dn, ps2dn, ps3dn ] = previouslevels(prev_period, vwap_sel, s3up, s2up, s1up, s1dn, s2dn, s3dn)

// ---------- Plot previous levels ---------- //

pVplot = plot(plot_pL1 ? pV : na, title = "Previous VWAP", color = color.orange, style = plot.style_linebr, transp = 60, linewidth = 1)
f_drawLabel(ll_offset, show_plabels and plot_pL1 ? pV : na, "--------- pVWAP   ", color.gray, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

// 新增历史±3σ水平的绘图与标签
pe = plot(plot_pL3 ? ps3up : na, title = "Previous VWAP - STDEV +3", color = color.purple, style = plot.style_linebr, linewidth = 1, transp = 70)
f_drawLabel(ll_offset, show_plabels and plot_pL3 ?  ps3up : na , "     -------- pSD+3   ", color.purple, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

pa = plot(plot_pL2 ? ps2up : na, title = "Previous VWAP - STDEV +2", color = color.red, style = plot.style_linebr, linewidth = 1, transp = 70)
f_drawLabel(ll_offset, show_plabels and plot_pL2 ?  ps2up : na , "     -------- pSD+2   ", color.red, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

pb = plot(plot_pL1 ? ps1up : na, title = "Previous VWAP - STDEV +1", color = color.gray, style = plot.style_linebr, linewidth = 1, transp = 60)
f_drawLabel(ll_offset, show_plabels and plot_pL1 ?  ps1up : na , "     -------- pSD+1   ", color.gray, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

pc = plot(plot_pL1 ? ps1dn : na, title = "Previous VWAP - STDEV -1", color = color.gray, style = plot.style_linebr, linewidth = 1, transp = 60)
f_drawLabel(ll_offset, show_plabels and plot_pL1 ?  ps1dn : na , "     -------- pSD-1   ", color.gray, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

pd = plot(plot_pL2 ? ps2dn : na, title = "Previous VWAP - STDEV -2", color = color.blue, style = plot.style_linebr, linewidth = 1, transp = 70)
f_drawLabel(ll_offset, show_plabels and plot_pL2 ? ps2dn : na , "     -------- pSD-2   ", color.blue, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

pf = plot(plot_pL3 ? ps3dn : na, title = "Previous VWAP - STDEV -3", color = color.purple, style = plot.style_linebr, linewidth = 1, transp = 70)
f_drawLabel(ll_offset, show_plabels and plot_pL3 ? ps3dn : na , "     -------- pSD-3   ", color.purple, DEFAULT_LABEL_STYLE, DEFAULT_LABEL_SIZE) 

// 更新历史波段的填充逻辑
fill(pe, pa, fill_pbands ? fill_col_up_extra : na)
fill(pa, pb, fill_pbands ? fill_col_up : na)
fill(pb, pc, fill_pbands ? fill_col_mid : na)
fill(pc, pd, fill_pbands ? fill_col_down : na)
fill(pd, pf, fill_pbands ? fill_col_down_extra : na)

内容的提问来源于stack exchange，提问作者Notorious