Anchored VWAP- STK

This Pine Script (version 5) calculates and plots an **Anchored Volume Weighted Average Price (VWAP)** along with its **standard deviation bands** on a trading chart. The VWAP helps traders identify the average price of an asset, weighted by volume, starting from a specific date chosen by the user.

### Key Components:

1. **Indicator Setup:**
The script is set as an overlay indicator, meaning it will be displayed directly on the price chart.

2. **User Inputs:**
- **VWAP Start Date:** Allows the user to select the date from which the VWAP calculation should begin (default is January 1, 2022).
- **VWAP Data Source:** Users can choose which price data to use for the calculation (default is `hlc3`, which is the average of the high, low, and close prices).

3. **VWAP Calculation:**
- The script keeps track of the cumulative sum of (price × volume) and the cumulative volume starting from the selected date.
- The VWAP is calculated as:
\[
VWAP = \frac{\text{Cumulative (Price × Volume)}}{\text{Cumulative Volume}}
\]

4. **Standard Deviation Calculation:**
- The script calculates the variance using the formula:
\[
Variance = \max\left(\frac{\sum (\text{Volume} \times \text{Price}^2)}{\sum (\text{Volume})} - VWAP^2, 0\right)
\]
This ensures the variance is not negative.
- The standard deviation is then derived by taking the square root of the variance.

5. **Plotting:**
- **VWAP Line:** Displayed in blue.
- **Upper Band:** Plotted in orange, representing VWAP + standard deviation.
- **Lower Band:** Also in orange, representing VWAP - standard deviation.

### Purpose:
This indicator helps traders analyze price movements relative to the VWAP, providing insights into potential support/resistance levels. The standard deviation bands help identify overbought or oversold conditions based on price volatility.