-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=75150

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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
-- TODO: Add minimal and maximal value of numeric parameters and default color of the streams
function Init()
    indicator:name("Volume-Weighted Moving Average ");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

  
 	indicator.parameters:addGroup("Calculation");	
	
 
 
    indicator.parameters:addInteger("Period", "Period", "", 5, 1, 2000);

	 indicator.parameters:addGroup("Line Style");	
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
	
	 indicator.parameters:addColor("color", "VWMA Line Color", "", core.rgb(0, 255, 0)); 
 
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- TODO: Refine the first period calculation for each of the output streams.
-- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries
-- Parameters block
 
	
local first;
local source = nil;
local Period; 

	
-- Routine
 function Prepare(nameOnly)   
  
	Period=instance.parameters.Period;
 
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period   .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

  
	first=source:first() + Period;  
	
	
    VWMA = instance:addStream("VWMA", core.Line, name, "VWMA", instance.parameters.color, first );
    VWMA:setPrecision(math.max(2, instance.source:getPrecision()));
    VWMA:setWidth(instance.parameters.width);
    VWMA:setStyle(instance.parameters.style); 
	
 
end

 
function Update(period, mode)

 

	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
 	

    local Sum=0;
	for i= 1, Period , 1 do
	Sum=Sum+(source.close[period-Period+i]*source.volume[period-Period+i]);
	end
	
	VWMA[period]= Sum /mathex.sum(source.volume, period-Period+1, period);	
 
end 

 

 
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