Rolling VWAP (7D/30D/90D/365D)

This indicator calculates Volume-Weighted Average Price (VWAP) across multiple
rolling time periods: 7 days, 30 days, 90 days, and 365 days.

KEY FEATURES:
- Multi-timeframe VWAP calculation using hourly and daily data
- Automatic data source selection for stablecoin pairs (USDT/USDC/USD)
- Intelligent fallback system: attempts Binance data first, then uses current chart
- Three display modes: Lines, Bands (with volatility ranges), and Horizontal Lines
- Customizable colors, labels, and text for all timeframes

HOW IT WORKS:
- VWAP = Σ(Typical Price × Volume) / Σ(Volume) over specified period
- For 7D/30D/90D: uses 60-minute intervals (168/720/2160 bars)
- For 365D: uses daily intervals
- Bands mode adds ±5% standard deviation ranges around VWAP
- Updates in real-time for Lines/Bands modes
- Updates on confirmed bars for Horizontal Lines mode

UNIQUE FEATURES:
- Smart data sourcing with automatic Binance/chart fallback for crypto pairs
- Multiple display modes in one indicator
- Rolling periods (not anchored to specific dates)
- Optimized for both liquid and illiquid trading pairs

USE CASES:
- Identify fair value zones across multiple timeframes
- Mean reversion trading strategies
- Support/resistance levels based on volume profile
- Long-term trend analysis with 365D VWAP