VP-Period

// © juliangonzaconde

//@version=4
study("VP-Period", overlay=true,  max_bars_back = 1000, max_lines_count=500)

var bool is_first_candle= true
var diff = 0.0
float maxV = 0.0
int maxV_index = 0
int last_time = 0
margin=0.0
ys=0.0
int bar_offset=0
var is_first_inRange=false



period_time   = input(defval = 10,
                     title   = "Number of days (Min: 3, Max: 500)",
                     type    = input.integer,
                     minval  = 3,
                     maxval  = 500)

resolution   = input(defval = 500,
                     title   = "calculation resolution (Min: 400, Max: 700)",
                     type    = input.integer,
                     minval  = 400,
                     maxval  = 700)

show_from   = input(defval = 3,
                     title   = "show support/resistance since (Min: 2, Max: 45)",
                     type    = input.integer,
                     minval  = 2,
                     maxval  = 45)


show_volume_bars   = input(defval = true,
                     title   = "Show volume bars (If selected, maximum days are 17)",
                     type    = input.bool
                     )

show_vpoc_line   = input(defval = true,
                     title   = "Show VPOC line",
                     type    = input.bool
                     )

show_support_line   = input(defval = true,
                     title   = "Show support line",
                     type    = input.bool
                     )

show_res_line   = input(defval = true,
                     title   = "Show resistance line",
                     type    = input.bool
                     )

show_H_line   = input(defval = true,
                     title   = "Show high line",
                     type    = input.bool
                     )

show_L_line   = input(defval = true,
                     title   = "Show low line",
                     type    = input.bool
                     )

show_labels   = input(defval = true,
                     title   = "Show from days label",
                     type    = input.bool
                     )

vpoc_color   = input(defval = color.new(color.yellow, 10),
                     title   = "VPOC color",
                     type    = input.color
                     )

high_low_color = input(defval = color.new(color.blue, 50),
                     title   = "High-low lines color",
                     type    = input.color
                     )

volume_bars_color   = input(defval = color.new(color.green, 70),
                     title   = "Volume bars color",
                     type    = input.color
                     )

sup_color = input(defval = color.new(color.red, 10),
                     title   = "Support line color",
                     type    = input.color
                     )

res_color = input(defval = color.new(color.green, 10),
                     title   = "Resistance line color",
                     type    = input.color
                     )


range_prices = array.new_float((resolution + 1), 0.0)
partial_vol = array.new_float(resolution, 0.0)
total_vol = array.new_float(resolution, 0.0)
var all_ys = array.new_float(show_from, 0.0)
var ys_time = array.new_float(show_from, 0.0)
var is_support = array.new_bool(show_from, true)

t = time("1440", session.regular)
var int startTime =time
int ncandles =0

if barstate.isfirst
    startTime := timenow - period_time*86400000


bar_offset:= barssince(is_first_inRange)
is_first = na(t[1]) and not na(t) or t[1] < t
is_first_inRange:=is_first and t>startTime
high_price=0.0
low_price=0.0
price_level=0.0

if is_first_inRange or barstate.islast

    last_time:= t[1]
    ncandles := bar_offset
    current_low_price=0.0
    for i = 1 to (ncandles)
        current_low_price:=low[i]
        if current_low_price < low_price or low_price==0.0
            low_price:=current_low_price

    current_high_price=0.0
    for i = 1 to (ncandles)
        current_high_price:=high[i]
        if current_high_price >high_price or high_price==0.0
            high_price:=current_high_price
    diff := (high_price-low_price)/resolution

    for j = 0 to (resolution)
        array.set(range_prices, (j), (low_price + (diff * (j+1))))

    for i = 0 to (ncandles)
        int w_candle = 0
		array.fill(partial_vol, 0.0)

        for j=0 to (resolution-1)
            float current_price = array.get(range_prices, j)
            if high[i] > current_price and low[i] < current_price
                float j_partial_vol = array.get(partial_vol, j)
				float sum_vol = j_partial_vol + nz(volume[i])
				array.set(partial_vol, j, sum_vol)
				w_candle := w_candle + 1

		for j = 0 to (resolution - 1)
			float j_total_vol = array.get(total_vol, j)
			float j_partial_vol = array.get(partial_vol, j)
			float sum_partial_total=0.0
			if w_candle > 0
			    sum_partial_total := j_total_vol + j_partial_vol/w_candle
			else
			    sum_partial_total := j_total_vol
			array.set(total_vol, j, sum_partial_total)
    maxV := array.max(total_vol)
    maxV_index := array.indexof(total_vol, maxV)

    if is_first_inRange
        price_level:=diff*maxV_index+low_price
        if high_price - price_level > price_level - low_price
            margin:=high_price - price_level
            ys:=price_level - margin
        else
            margin:=price_level - low_price
            ys:=price_level + margin
        if ys > high_price
            array.shift(is_support)
            array.push(is_support, false)
        else
            array.shift(is_support)
            array.push(is_support, true)
        array.shift(all_ys)
        array.push(all_ys, ys)
        array.shift(ys_time)
        array.push(ys_time, t)

if barstate.islast
    for i=0 to (show_from - 1)
        ys := array.get(all_ys, i)
        time_back = array.get(ys_time, i)
        if array.get(is_support, i)
            if show_support_line
                line.new(x1=int(time_back), y1=ys, x2=time + 86400000, y2=ys, color=sup_color ,xloc= xloc.bar_time, extend = extend.none, width=2, style=line.style_dashed)
        else
            if show_res_line
                line.new(x1=int(time_back), y1=ys, x2=time + 86400000, y2=ys, color=res_color ,xloc= xloc.bar_time, extend = extend.none, width=2, style=line.style_dashed)

        if show_labels
            label.new(int(time + 86400000), ys, text ="From days: " + tostring(show_from - i), xloc=xloc.bar_time)

dif_time=0.0


if is_first_inRange or barstate.islast

    last_time:= int(t[1])
    dif_time:= (time-last_time)
    if dif_time/86400000 > 1.5
        dif_time:=(dif_time)/9
    else
        dif_time:=(dif_time)/3
    diff_t=0
    x1=0.0
    norm_vol=0.0
    proportion=resolution/40
    for i = 0 to (resolution - 1)
        y=array.get(range_prices,i)
        current_vol= array.get(total_vol,i)
        norm_vol :=current_vol/maxV
        x1 :=dif_time*norm_vol
        diff_t := last_time + int(x1)
        if (i % int(proportion) == 0 or int(proportion) == 0) and show_volume_bars
            line.new(x1=t[1], y1=y, x2=diff_t, y2=y, color=volume_bars_color ,xloc= xloc.bar_time, extend = extend.none, width=2)

    next_day =  time + 60000 * 60 * 9

    if show_L_line
        line.new(x1=t[1], y1=low_price, x2=next_day, y2=low_price,xloc= xloc.bar_time, color=high_low_color)
    if show_vpoc_line
        line.new(x1=t[1], y1=diff*maxV_index+low_price, x2=next_day, y2=diff*maxV_index+low_price, color=vpoc_color, width=2,xloc= xloc.bar_time)
    if show_H_line
        line.new(x1=t[1], y1=high_price, x2=next_day, y2=high_price,xloc= xloc.bar_time, color=high_low_color)