Wouldn’t it be more appropriate to change the type of the DevineOutputIndex to NumberType(s)?

This is much more cleaner:

`lua
— [r4stl1n] Triple VWAP Trend Rider
—
— This strategy utilizes the VWAP_Window function to
— execute shorts when conditions are meet

——————————–
— You are on your own with this script
——————————–
— ~Bored and programming~

HideOrderSettings()

— Wrap our entire strategy in the OptimizedForInteral
— To ensure our strat only runs on new complete candles
rsiLength = Input (“RSI Length”, 60,””)
rsiShortLevel = Input(“RSI Short”,30,”RSI Short Level”,””)

ppoShort = Input(“POI Short”,9,”POI Short Level”,””)
ppoLong = Input(“POI Long”,26,”POI Long Level”,””)
ppoSignal = Input(“POI Signal”,-1,”POI Signal”,””)

vwapWindowOne = Input(“VWAP Window One”,20,”VWAP Window Size”,”VWAP Settings”)
vwapWindowTwo = Input(“VWAP Window Two”,60,”VWAP Window Size”,”VWAP Settings”)
vwapWindowThree = Input(“VWAP Window Three”,250,”VWAP Window Size”,”VWAP Settings”)

— First we grab a day candles
OptimizedForInterval(0, function()

local vwap20 = CC_VWAPWindow(vwapWindowOne)
local vwap60 = CC_VWAPWindow(vwapWindowTwo)
local vwap250 = CC_VWAPWindow(vwapWindowThree)

local rsi = RSI(ClosePrices(),rsiLength)
local ppo = PPO(ClosePrices(),ppoShort,ppoLong,EmaType)

if vwap250[3] != nil
and CurrentPrice().close < vwap250[1] and GetPositionDirection() != PositionShort
and vwap20[1] < vwap60[1]
and vwap60[1] < vwap250[1]
and ppo[1] <= ppoSignal
and rsi > rsiShortLevel
and vwap250[1] < vwap250[12]
then
PlaceGoShortOrder(0,TradeAmount(), {type=MarketOrderType, note=’S’})
end

if GetPositionDirection() == PositionShort
and vwap60[1] >= vwap250[1]
PlaceExitShortOrder(0,TradeAmount(), {type=MarketOrderType, note=’E’})
end

Plot(0, “vwap20”, vwap20, {c=Cyan})
Plot(0, “vwap60”, vwap60, {c=Red})
Plot(0, “vwap250”, vwap250, {c=Green})

Plot(1, “RSI Level”,rsi)
Plot(2, “PPO Level”,ppo)

end)
`