Rumpy's Donchian Anchored VWAP

Uses donchian points to anchor VWAPs (start a new VWAP interval). The defaults are set up for a 1H chart, with lookback periods of 1 day, 2 days, 1 week, 2 weeks and 4 weeks for the anchor points.

Green : upper donchian AVWAPs, Red : lower donchian AVWAPS, thin/1day to thickest/4 week.

Option to test whether a new point should be formed from a high or low exceeding the historical high/low over a lookback length or using a closes that exceed the historical high/low.

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