// VWAP Study with MPD bands - red bands using yesterdays hi/lo and purple using todays
//
// (c)Copyright www.tradingsimulation.com
//

function preMain()
    {
    setPriceStudy(true);
    setStudyTitle("H-VWAP");
    setCursorLabelName("H-VWAP",0);
    setCursorLabelName("VWAP+iMPD",1);
    setCursorLabelName("VWAP-iMPD",2);
    setCursorLabelName("VWAP+yMPD",3);
    setCursorLabelName("VWAP-yMPD",4);
    setDefaultBarFgColor(Color.blue,0);
    setDefaultBarFgColor(Color.purple,1);
    setDefaultBarFgColor(Color.purple,2);
    setDefaultBarFgColor(Color.red,3);
    setDefaultBarFgColor(Color.red,4);

    BarCount=0;
    BarAvgPrice=0;
    CumVolume=0;
    CumPriceTimesVolume=0;

    }
    
function main()
    {
    
    nState = getBarState();
        
    var vTime = getValue("Time");

    if (vTime != null) 
        {
        var vFirstIndex = getFirstBarIndexOfDay( vTime );
        }
        
    if (getCurrentBarIndex()==0)
        {
//        debugPrintln ("First Bar Index: " + vFirstIndex);
        
        i=vFirstIndex;    
        while (i<=0)
            {
//            debugPrintln ("i: " + i);
            vHi=getValue("High",i);
            vLo=getValue("Low",i);
            vVol=getValue("Volume",i);
            BarAvgPrice=(vHi+vLo)/2;
            CumPriceTimesVolume=CumPriceTimesVolume+(BarAvgPrice*vVol);
            CumVolume=CumVolume+vVol;
//            debugPrintln ("BarAvgPrice: " + BarAvgPrice);
//            debugPrintln ("vVol: " + vVol);
//            debugPrintln ("CumPriceTimesVolume: " + CumPriceTimesVolume);
//           debugPrintln ("CumVolume: " + CumVolume);

            i++;
            }
        
        vVWAP=CumPriceTimesVolume/CumVolume;
        
        
        // Draw the VWAP horizontal line
        drawLineAbsolute(vFirstIndex,vVWAP,0,vVWAP,PS_SOLID, 2, Color.blue, 1);

        // Get the MPD
        prevHi= call(".\\OHLC\\getPrevOHLC.efs", "High");
        prevLo= call(".\\OHLC\\getPrevOHLC.efs", "Low");
	todayHi=call(".\\OHLC\\getTodayOHLC.efs", "High");
	todayLo=call(".\\OHLC\\getTodayOHLC.efs", "Low");
        MPD=(prevHi-prevLo)/2
	MPDintra=(todayHi-todayLo)/2

//        debugPrintln("Previous days high " + prevHi);
//        debugPrintln("Previous days lo " + prevLo);
//        debugPrintln("MPD " + MPD);        

        // Draw the MPD lines
        drawLineAbsolute(vFirstIndex,vVWAP+MPD,0,vVWAP+MPD,PS_SOLID, 2, Color.red, 2);
        drawLineAbsolute(vFirstIndex,vVWAP-MPD,0,vVWAP-MPD,PS_SOLID, 2, Color.red, 3);
        

        drawLineAbsolute(vFirstIndex,vVWAP+MPDintra,0,vVWAP+MPDintra,PS_SOLID, 2, Color.purple, 4);
        drawLineAbsolute(vFirstIndex,vVWAP-MPDintra,0,vVWAP-MPDintra,PS_SOLID, 2, Color.purple, 5);

        return new Array(vVWAP, vVWAP+MPDintra, vVWAP-MPDintra, vVWAP+MPD, vVWAP-MPD);
        }
    
}