Rumpy's Volume Weighted Adaptive Dynamic Length Moving Average

A custom adaptive MA, much like many variable length MAs uses volatility to dynamically adjust the length. In low volatility it will use longer lengths up to the maximum limit and during high volatility will shorten the length accordingly.

Volume weighting is optional so it can be used on indices etc with no volume data.

It is an attempt to find a sweet spot between the various draw backs of different MAs. Smooth, responsive, tracks price well, minimal overshoot, fast/minimal lag and has significant price action and support/resistance interactions.

Background color is based on close(default) position relative to the MAs. Can be disabled in settings.

Unfortunately pine is a massive pain and until TV decide to fix it (don't hold your breath) there are some drawbacks to the script.
a) It takes a long AF time to load due to the ridiculous workaround to pull a non series integer from a series
b) Longer base lengths don't work. I don't know why, TV just refuses to render the longer length plots, with no error message. Which is a shame as I did some quick calcs and having even an additional 100 and 200 base length MAs look like they would interact really well with PA.

So this is why the upper limit to the variable length MAs is limited to 100. So you have some ability to modify the MAs, as long as the upper limit you want to use is 100 or less. You should also try to keep the base length equidistant from the upper and lower limits.

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With the default settings I've set the upper/lower limits as a fib ratio from the base length (0.6185). Seems to work quite well.

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