Woverine - Volume Profile

//@version=5
//=============================================================================================  
//  Creator: Woverine
//    
//    Source Code: https://github.com/RyKaj/PineScript/tree/main
//
//    Purpose: 
//         Woverine - Volume Profile
//
//=============================================================================================  

indicator(title='Woverine - Volume Profile', shorttitle='VP', overlay=true, precision=4, linktoseries=true, max_bars_back=1000, max_lines_count=500)


//-------------------------------------------------------------------------------------------------------------------------
// Plot colors
// https://chir.ag/projects/name-that-color/#6195ED
// https://kodify.net/tradingview/colours/basic-colours/
//-------------------------------------------------------------------------------------------------------------------------
// color colorAquaIsland = #B2DFDB
// color colorAzureRadiance = #0094ff
// color colorBlack = #363A45
// color colorBlazeOrange = #ff6a00
// color colorBlue = #2196F3
// color colorBlueChill = #088A8D
// color colorBlushPink = #fd7fe6
// color colorBurntSienna = #EF5350
// color colorCandelLight = #FCD917
// color colorCoral = #FF7F50
// color colorCyan = #17FFFF
// color colorDeathCross = #e32636
// color colorFreshEggplant = #800080
// color colorFruitSalad = #4CAF50
// color colorGoldenCross = #61ed77
color colorGray = #787B86
// color colorJapaneseLaurel = #008000
// color colorGreen = #4CAF50
// color colorJungleGreen = #39ff14
// color colorKeyLimePie = #BCBB26
// color colorLilacBush = #9575cd
// color colorLime = #00E676
color colorOrange = #FF9800
// color colorParsley = #0E4813
// color colorPastelPink = #FFCDD2
// color colorPurple = #9C27B0
// color colorRed = #FF5252
// color colorRobinEggBlue = #00C9C9
// color colorRoseBudCherry = #880e4f
// color colorRusticRed = #4E0404
// color colorSaratoga = #505010
// color colorSpringGreen = #00E676
// color colorStarship = #F2F131
// color colorTamarillo = #991515
// color colorTeal = #00897B
// color colorTealBlue = #055355
// color colorTrendyGreen = #86851b
// color colorWhite = #FFFFFF




//-------------------------------------------------------------------------------------------------------------------------
// INPUTS
//-------------------------------------------------------------------------------------------------------------------------
int iLoopBack = input.int( defval=200, title='Volume Lookback Depth [10-1000]', minval=10, maxval=1000 )
int iMaxBars = input.int( defval=500, title='Number of Bars [10-500]', minval=10, maxval=500 )
int iBarMultiLength = input.int( defval=50, title='Bar Length Multiplier [10-100]', minval=10, maxval=100 )
int iBarOffset = input.int( defval=30, title='Bar Horizontal Offset [0-100]', minval=0, maxval=100 )
int iBarWidth = input.int( defval=2, title='Bar Width [1-20]', minval=1, maxval=20 )
string sDeltaType = input.string( defval='Both', title='Delta Type', options=['Both', 'Bullish', 'Bearish'] )
bool bShowPointofControlBar = input( defval=true, title='Show Point Of Control Line' )
color colorPointofControl = input( defval=color.new( colorGray , 60), title='Bar Color' )
color colorPointofControlBar = input( defval=color.new( colorOrange, 10), title='Point of Control Color' )


//-------------------------------------------------------------------------------------------------------------------------
// VARIABLES
//-------------------------------------------------------------------------------------------------------------------------
float vp_Vmax = 0.0
int vp_VmaxId = 0
int vp_N_BARS = iMaxBars

var int vp_first = time

float[] vp_a_P = array.new_float( vp_N_BARS + 1, 0.0 )
float[] vp_a_V = array.new_float( vp_N_BARS, 0.0 )
float[] vp_a_D = array.new_float( vp_N_BARS, 0.0 )
int[] vp_a_W = array.new_int( vp_N_BARS, 0 )


//-------------------------------------------------------------------------------------------------------------------------
// Functions
//-------------------------------------------------------------------------------------------------------------------------
// configBar() =>
//     x1 = vp_VmaxId == n and bShowPointofControlBar ? math.max(time[iLoopBack], vp_first) : timenow + math.round(vp_change * (iBarOffset - array.get(vp_a_W, n)))
//     ys = array.get(vp_a_P, n)
//     line.new(x1=x1, y1=ys, x2=vp_x_loc, y2=ys, xloc=xloc.bar_time, extend=extend.none, color=vp_VmaxId == n ? colorPointofControlBar : colorPointofControl, style=line.style_solid, width=iBarWidth)

//     x1 = vp_VmaxId == n and bShowPointofControlBar ? math.max(time[iLoopBack], vp_first) : timenow + math.round(vp_change * (iBarOffset - array.get(vp_a_W, n)))
//     ys = array.get(vp_a_P, n)
//     line.new(x1=x1, y1=ys, x2=vp_x_loc, y2=ys, xloc=xloc.bar_time, extend=extend.none, color=vp_VmaxId == n ? colorPointofControlBar : colorPointofControl, style=line.style_solid, width=iBarWidth)


//-------------------------------------------------------------------------------------------------------------------------
// CALCULATIONS
//-------------------------------------------------------------------------------------------------------------------------
float vp_HH = ta.highest( high, iLoopBack )
float vp_LL = ta.lowest( low, iLoopBack )

if barstate.islast
    float vp_HL = ( vp_HH - vp_LL ) / vp_N_BARS

    for j = 1 to vp_N_BARS + 1 by 1
        array.set( vp_a_P, j - 1, vp_LL + vp_HL * j )

    for i = 0 to iLoopBack - 1 by 1
        int Dc = 0
        array.fill( vp_a_D, 0.0 )

        for j = 0 to vp_N_BARS - 1 by 1
            float Pj = array.get( vp_a_P, j )
            if low[i] < Pj and high[i] > Pj and ( sDeltaType == 'Bullish' ? close[i] >= open[i] : sDeltaType == 'Bearish' ? close[i] <= open[i] : true )
                float Dj = array.get( vp_a_D, j )
                float dDj = Dj + nz( volume[i] )
                array.set( vp_a_D, j, dDj )
                Dc += 1
                Dc

        for j = 0 to vp_N_BARS - 1 by 1
            float Vj = array.get( vp_a_V, j )
            float Dj = array.get( vp_a_D, j )
            float dVj = Vj + ( Dc > 0 ? Dj / Dc : 0.0 )
            array.set( vp_a_V, j, dVj )

    vp_Vmax := array.max( vp_a_V )
    vp_VmaxId := array.indexof( vp_a_V, vp_Vmax )

    for j = 0 to vp_N_BARS - 1 by 1
        float Vj = array.get( vp_a_V, j )
        int Aj = math.round( iBarMultiLength * Vj / vp_Vmax )
        array.set( vp_a_W, j, Aj )

//-------------------------------------------------------------------------------------------------------------------------
// PLOTING
//-------------------------------------------------------------------------------------------------------------------------
if barstate.isfirst
    vp_first := time
    vp_first

vp_change = ta.change( time )
vp_x_loc = timenow + math.round( vp_change * iBarOffset )


if barstate.islast
    for i = 0 to vp_N_BARS - 1 by 1
        x1 = vp_VmaxId == i and bShowPointofControlBar ? math.max( time[ iLoopBack ], vp_first ) : timenow + math.round( vp_change * ( iBarOffset - array.get( vp_a_W,  i) ) )
        ys = array.get( vp_a_P, i )
        line.new( x1=x1, y1=ys, x2=vp_x_loc, y2=ys, xloc=xloc.bar_time, extend=extend.none, color=vp_VmaxId == i ? colorPointofControlBar : colorPointofControl, style=line.style_solid, width=iBarWidth )