Trended CVD modified

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KioseffTrading

//@version=5
indicator("Trended CVD modified", overlay =true, max_labels_count = 500, max_lines_count = 500, max_boxes_count = 500, max_polylines_count = 100)
import TradingView/ZigZag/7 as ZigZagLib 

wid   =  input.int (defval = 1, minval = 1, title = "CVD Line Width" , group = "CVD Settings")
style  = input.string (defval = "Dotted", title = "CVD Line Style"   , group = "CVD Settings", options = ["Dotted", "Dashed", "Solid"])
upCol  = input.color (defval = #14D990, title = "+ CVD Color"    , group = "CVD Settings")
dnCol  = input.color (defval = #F24968, title = "- CVD Color"    , group = "CVD Settings")

var sty = switch style
    "Dotted" => line.style_dotted 
    "Dashed" => line.style_dashed 
    "Solid" => line.style_solid

// Create Zig Zag instance from user settings.
var zigZag = ZigZagLib.newInstance(
    ZigZagLib.Settings.new(
        input.float (0.00001, "Price deviation for reversals (%)", 0.00001, 100.0, 0.5, "0.00001 - 100", group = "Zig Zag Settings"),
        input.int  (50, "Pivot legs", 2, group = "Zig Zag Settings"),
        input    (color.new(#6929F2, 90), "Line color", group = "Zig Zag Settings"),
        input    (false, "Extend to last bar", group = "Zig Zag Settings"),
        input    (false, "Display reversal price", group = "Zig Zag Settings"),
        input    (false, "Display cumulative volume", group = "Zig Zag Settings"),
        input    (false, "Display reversal price change", inline = "priceRev", group = "Zig Zag Settings"),
        input.string ("Absolute", "", ["Absolute", "Percent"], inline = "priceRev", group = "Zig Zag Settings"),
        true
    )
)

zigZag.update()

type zigZagData
    int         start 
    int         end 
    array <int>     indexArr
    array <float>    volArr
    array <chart.point> cvdCoords
    float        vol 
    int         index
    float        max = 0
    float        min = 1e8

var zzd = zigZagData.new(0, 0, indexArr = array.new_int(), volArr = array.new_float())

volumeConfig() =>
    switch math.sign(close - open)
        -1 => -volume
        1 => volume
        =>   0

method updateData(array<float> id, float value) => 
    id.unshift(value)

zzd.indexArr.updateData(time)
zzd.volArr .updateData (volumeConfig())
zzd.max   := math.max(zzd.max, high)
zzd.min   := math.min(zzd.min, low)

method drawHistoricalCVD(array<float> id) =>
    atrZ = ta.atr(14) * 2

    if line.all.size() != line.all.size()[1]
        if line.all.size() > 2 
            getX1   = line.all.last().get_x1(),  getX2 = line.all.get(line.all.size() - 2).get_x1() 

            if getX2 != zzd.start and getX1 != zzd.end

        zzd.start := getX2, zzd.end  := getX1 
        zzd.max  := 0  , zzd.min  := 1e8

        getY1   = line.all.last().get_y1()
        getY2   = line.all.get(line.all.size() - 2).get_y1() 
        priceRange = getY1 - getY2 

        startIndex = zzd.indexArr.indexof(zzd.start)
        endIndex  = zzd.indexArr.indexof(zzd.end)
        slicedVol = id.slice(endIndex, startIndex + 1)
        slicedTime = zzd.indexArr.slice(endIndex, startIndex + 1)
        direction = atrZ * math.sign(priceRange) 

        signDir = math.sign(slicedVol.sum())  

        [col, beginTxt, lineCol] = switch signDir  

          -1 => [color.new(dnCol, 50), "" , dnCol]
          1 => [color.new(upCol, 50), "+", upCol] 

        addDivTxt = "" 
          
        sign = math.sign(slicedVol.sum())

        if getY1 < getY2 and sign > 0 or getY1 > getY2 and sign < 0

          addDivTxt := "\nDivergence"

        label.new(zzd.end, line.all.last().get_y1() + direction, beginTxt + str.tostring(slicedVol.sum(), format.volume) + addDivTxt, xloc = xloc.bar_time, 
          style = label.style_none, textcolor = col, size = size.small) 

        cvd = zigZagData.new(cvdCoords = array.new<chart.point>()) 

        normVol = slicedVol.copy() 

        if normVol.size() > 1

          for i = normVol.size() - 2 to 0
            normVol.set(i, normVol.get(i + 1) + normVol.get(i)) 

          lowDelta = normVol.min(), deltaRange = normVol.range(), priceMin = math.min(getY1, getY2)  

          absRange = math.abs(priceRange), upper = priceMin + absRange * .75, lower = priceMin + absRange * .25  
          
          for i = normVol.size() - 1 to 0 

            normed = lower + ((normVol.get(i) - lowDelta) * (upper - lower)) / deltaRange  

            cvd.cvdCoords.push(chart.point.from_time(slicedTime.get(i), normed)) 

          polyline.new(cvd.cvdCoords, line_color = lineCol, xloc = xloc.bar_time, line_style = sty, 
             curved = true, line_width = wid)



method drawLiveCVD(array<float> id) => 

  atrZ= ta.atr(14) * 2

  if barstate.islast

    var polyline livePoly = na
    var label  liveLabel = na

    getX1   = line.all.last().get_x1()
    getX2   = line.all.last().get_x2()
    getY1   = line.all.last().get_y1()
    getY2   = line.all.last().get_y2()
    startIndex = zzd.indexArr.indexof(getX1)

    priceRange = math.max(getY1, getY2, zzd.max) - math.min(getY1, getY2, zzd.min)

    slicedVol = id .slice(0, startIndex + 1)
    direction = atrZ * math.sign(priceRange) 

    signDir = math.sign(slicedVol.sum())  

    [col, beginTxt, lineCol] = switch signDir  

      -1 => [color.new(dnCol, 50), "" , dnCol]
      1 => [color.new(upCol, 50), "+", upCol]  

    if na(liveLabel) 

      liveLabel := label.new(bar_index + 5, line.all.last().get_y1() + direction, 
              beginTxt + str.tostring(slicedVol.sum(), format.volume),
      style = label.style_none, textcolor = col, size = size.small)

    else 

      liveLabel.set_xy(bar_index + 5, line.all.last().get_y1() + direction)
      liveLabel.set_text(beginTxt + str.tostring(slicedVol.sum(), format.volume))
      liveLabel.set_color(col)

    cvd = zigZagData.new(cvdCoords = array.new<chart.point>()) 

    normVol = slicedVol.copy() 

    if normVol.size() > 1

      for i = normVol.size() - 2 to 0
        normVol.set(i, normVol.get(i + 1) + normVol.get(i)) 
  
      lowDelta = normVol.min(), deltaRange = normVol.range(), priceMin = math.min(getY1, getY2, zzd.min)  

      absRange = math.abs(priceRange), upper = priceMin + absRange * .75, lower = priceMin + absRange * .25  

      for i = normVol.size() - 1 to 0

        normed = lower + ((normVol.get(i) - lowDelta) * (upper - lower)) / deltaRange  

        cvd.cvdCoords.push(chart.point.from_time(zzd.indexArr.get(i), normed)) 

        livePoly.delete()
        livePoly := polyline.new(cvd.cvdCoords, line_color = lineCol, xloc = xloc.bar_time, curved = true, line_style = sty, 
                          line_width = wid
                          )
      
 

zzd.volArr.drawHistoricalCVD()
zzd.volArr.drawLiveCVD   ()