declare upper;

#INPUTS

input price = close;
input period = 20;
input alpha1 = 0.2;
input alpha2 = 0.04;

#LOGIC
def stdDev = StDev(price, period);
def avStdDev = Average(stdDev, period);
def ratio = stdDev/avStdDev;
def vidya1 = (alpha1 * ratio * price) + ((1-(alpha1*ratio)) * vidya1[1]);
def vidya2 = (alpha2 * ratio * price) + ((1-(alpha2*ratio)) * vidya2[1]);

def buy = Crosses(VIDYA1, VIDYA2, CrossingDirection.ABOVE);
def sell = Crosses(VIDYA1, VIDYA2, CrossingDirection.BELOW);
def sState = if buy then 100 else if sell then -100 else sState[1];

#PLOTS
input showPlots = yes;

plot pVidya1 = vidya1;
pVidya1.SetHiding(!showPlots);

plot pVidya2 = vidya2;
pVidya2.SetHiding(!showPlots);

# ARROWS
input showArrows = yes;
plot pUP = sState crosses above 0;
pUP.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
pUP.SetDefaultColor(Color.GREEN);
pUP.SetLineWeight(2);

plot pDown = sState crosses below 0;
pDown.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
pDown.SetDefaultColor(Color.RED);
pDown.SetLineWeight(2);

#COLORBARS
input showColorBars = yes;
AssignPriceColor(if showColorBars then
if IsNaN(sState) then Color.GRAY else
if sState > 0 then Color.GREEN else
  Color.RED
else
  COLOR.CURRENT
);

#LABELS
input showLabels = yes;

AddLabel(showLabels,"VIDYA2->", COLOR.CYAN);
AddLabel(showLabels, "Buy",
if isNaN(sState) then COLOR.DARK_GRAY else
If sState == 100 then COLOR.GREEN else COLOR.DARK_GRAY);

AddLabel(showLabels, "Sell",
if isNaN(sState) then COLOR.DARK_GRAY else
If sState == -100 then COLOR.RED else COLOR.DARK_GRAY);