KeyLevels

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Library "KeyLevels"
Library for common trading levels including VWAP, session levels (Asia, London, NYC, Comex IB), HTF OHLC, and Opening Ranges.

--- IMPLEMENTATION INSTRUCTIONS ---
1. Save this script as a Library named "KeyLevels".
2. In your indicator/strategy, import it: `import <YourUsername>/KeyLevels/1 as kl`
3. To get the data object, call: `levels = kl.getLevels()`
4. Access levels using dot notation: `levels.loH` (London High), `levels.nycH` (NYC High), `levels.cibH` (Comex IB High).
5. To get all levels in a single array for loops: `levelArray = kl.toArray(levels)`

--- TIMEZONE NOTE ---
The default timezone is "UTC-5" (New York). For accurate seasonal adjustments, use "America/New_York".

getLevels(vwapAnchor, vwapMult, rollingLen, htfAnchor, tz)
  getLevels Calculates and returns a KeyLevelsData object with comprehensive trading levels.
  Parameters:
    vwapAnchor (string): Anchor condition for the main VWAP (e.g., "1D", "1W").
    vwapMult (float): Standard deviation multiplier for VWAP bands.
    rollingLen (int): Length for the rolling VWAP calculation.
    htfAnchor (string): Anchor for the HTF VWAP (e.g., "1W", "1M").
    tz (string): Timezone for session calculations (default: "UTC-5").
  Returns: A `KeyLevelsData` object containing the levels.

toArray(data)
  toArray Converts a KeyLevelsData object into a flat array of floats.
  Parameters:
    data (KeyLevelsData): The KeyLevelsData object to convert.
  Returns: An array of floats containing all levels.

KeyLevelsData
  KeyLevelsData Master structure to hold all calculated key levels (Flattened).
  Fields:
    vwapCenter (series float)
    vwapUpper (series float)
    vwapLower (series float)
    htfVwapCenter (series float)
    htfVwapUpper (series float)
    htfVwapLower (series float)
    rollingVwap (series float)
    dailyOpen (series float)
    asO (series float)
    asH (series float)
    asL (series float)
    asC (series float)
    loO (series float)
    loH (series float)
    loL (series float)
    loC (series float)
    nycO (series float)
    nycH (series float)
    nycL (series float)
    nycC (series float)
    cibO (series float)
    cibH (series float)
    cibL (series float)
    cibC (series float)
    ibO (series float)
    ibH (series float)
    ibL (series float)
    ibC (series float)
    ibMid (series float)
    o5O (series float)
    o5H (series float)
    o5L (series float)
    o5C (series float)
    o15O (series float)
    o15H (series float)
    o15L (series float)
    o15C (series float)
    o30O (series float)
    o30H (series float)
    o30L (series float)
    o30C (series float)
    pdO (series float)
    pdH (series float)
    pdL (series float)
    pdC (series float)
    pwO (series float)
    pwH (series float)
    pwL (series float)
    pwC (series float)
    cwO (series float)
    cwH (series float)
    cwL (series float)
    cwC (series float)
    cmO (series float)
    cmH (series float)
    cmL (series float)
    cmC (series float)
    settlement (series float)

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