//@version=3
study(title="Smart Volume", shorttitle="SmVol2ex", precision=4) // Edit: Precision 0 > Precision 4

// the resolution to build up/down parts of the volume bar
resol = input('15', type=resolution, title="detailed resolution")

stackTypeStacked = 'Stacked'
stackTypePlusMinus = 'PlusMinus'
stackType = input(stackTypeStacked, options=[stackTypeStacked, stackTypePlusMinus], title="Style")

fixErrorsTypeNone = 'None'
fixErrorsTypeHighlight = 'Highlight'
fixErrorsTypeNormalize = 'Normalize'
fixErrorsType = input(fixErrorsTypeNormalize, options = [fixErrorsTypeNone, fixErrorsTypeHighlight, fixErrorsTypeNormalize], title="What to do with errors")


len = input(200, type=integer, title="SMA Length") //Edit: Added customizable SMA length
ex5 = "COINBASE:BTCUSD" //Edit: Add additional exchange
ex5Vol = security(ex5, period, volume) //pull vol from other exchange. used in reference to any "volume" declarations
//Need to call coinbase's open and close to edit lines 56 &57
srcopen = security(ex5, period, open)
srcclose = security(ex5, period, close)

// DEFINE FUNCTIONS

fastSearchN(xs, x) => // xs - sorted, ascending
    len = 2048
    size = floor(len / 2)
    k = size
    for i = 0 to 15
        size := floor(size / 2)
        if (x <= xs[k]?1:0) * (x > xs[k+1]?1:0) > 0
            break
        if ((xs[k] < x)?1:0) + (na(xs[k])?1:0) > 0
            k := k - size
        else
            k := k + size
        if size == 0
            if na(xs[k])?1:0 + (1 - (x <= xs[k] ?1:0) * (x > xs[k+1]?1:0)) > 0
                k := na
            break
    k

timeToPreviousBar() =>
    timeDiff = security(ex5, period, (time-time[1]))
    timeDiffRt = security(ex5, period, timenow-time - 2000)
    min(timeDiff, timeDiffRt)
// This is working correctly

sumLastN(series, back) =>
    cummulative = cum(series)
    cummulative - cummulative[nz(back, 1)]

lowerTfSumOf(v) => //12
    ttpb = timeToPreviousBar()
    ntpb = fastSearchN(time, time - ttpb)
    sumLastN(v, ntpb)
// ttpb and ntpb are working correctly
// So I have validated that timeToPreviousBar() and fastSearchN() are both working properly. That indicates that my problem is in sumLastN. But I don't quite understand ithat one.


upVolume() => srcopen <= srcclose ? ex5Vol : 0 //edit: volume > ex5Vol, open > srcopen, close > srcclose
downVolume() => srcopen > srcclose ? ex5Vol : 0 //edit: volume > ex5Vol, open > src open, close > srcclose
//These are working correctly

// CALL FUNCTIONS THROUGH SECURITY

upVol = security(ex5, resol, lowerTfSumOf(upVolume()), lookahead=false)
downVol = security(ex5, resol, lowerTfSumOf(downVolume()), lookahead=false)
//PROBLEM: MY OBSTACLE TO SUCCEsS IS IN THE lowerTfSumOf FUNCTION. IT IS THE COMBINATION OF ALL THE FUNCTIONS
// the issue is I don't understand exactly what all the fuctions do. Particularly the issue is with fastSearchN.
// Now I know ntpb IS working correctly, so that must mean (since it uses fastSearchN) that fastSearchN does not require modification
// the fix is probably to work forward from each function and figure out how to declare it properly to compare values between the referenced exchange and the alt exchange

// FIX ERRORS

totalVol = upVol + downVol
isError = abs(totalVol / ex5Vol - 1) > 0.05 //edit: volume > ex5Vol

bgcolor(isError and fixErrorsType == fixErrorsTypeHighlight ? red : na)

upVolFixed = upVol
downVolFixed = downVol
if isError and fixErrorsType == fixErrorsTypeNormalize
    if totalVol == 0
        upVolFixed := upVolume()
        downVolFixed := downVolume()
    else
        coeff = ex5Vol / totalVol
        upVolFixed := upVol * coeff
        downVolFixed := downVol * coeff
//edit: line 77 volume > ex5Vol

// APPLY STACKED TYPE

upPlotValue = upVolFixed
downPlotValue = if stackType == stackTypeStacked
    downVolFixed
else
    -downVolFixed
//Edit: Line 80 upVolFixed + downVolfixed > downVolFixed

// PLOT VOLUME

upColor = #63b987
downColor = #eb3d5c
plot(downPlotValue, style=columns, color=downColor, transp=0, linewidth=2) //edit: histogram > columns
plot(upPlotValue, style=columns, color=upColor, transp=0, linewidth=2) //edit: histogram > columns

// PLOT SMA

upSmaColor = #a3b987
downSmaColor = #ff7050
upSmaVolume = sma(upVolFixed, len) //edit: change length: 25 > "len" variable
downSmaValue = if stackType == stackTypeStacked
    sma(downVolFixed, len) //edit: change length: 25 > "len" variable
else
    sma(-downVolFixed, len) //edit: change length: 25 > "len" variable
plot(downSmaValue, style=line, color=downSmaColor, title="Down Volume MA")
plot(upSmaVolume, style=line, color=upSmaColor, title="Up Volume MA")