Twiggs Money Flow

//
// @author Eugen Covaci
// @credits http://www.incrediblecharts.com/indicators/twiggs_money_flow.php
//
//@version=5
indicator("Twiggs Money Flow", shorttitle="TMF")
length = input( 21, "Period")


tr_high = math.max(close[1], high)
tr_low = math.min(close[1], low)
tr = tr_high - tr_low
adv = tr == 0 ? 0 : volume * ((close - tr_low) - (tr_high - close)) / tr
tmf = ta.wma(adv, length) / ta.wma(volume, length)

plot(tmf, color=color.green)
hline(0, color=color.silver)