# NEOTICKER DATA BEGIN
ScriptType=Indicator
Description=Volume Weighted Average Price PAS
Name=vwap_pas
Language=DelphiScript
Links=1
MinBars=0
TimerInterval=100
EarlyBinding=0
MetaStyle=Normal
ValueRange=Same as Source
Placement=New Pane
Multiplot_num_plots=2
Multiplot_color_0=255
Multiplot_style_0=Line
Multiplot_width_0=1
Multiplot_enabled_0=1
Multiplot_name_0=down color
Multiplot_breakstyle_0=1
Multiplot_color_1=33619712
Multiplot_style_1=Line
Multiplot_width_1=1
Multiplot_enabled_1=1
Multiplot_name_1=up color
Multiplot_breakstyle_1=1
UpdateByTick=0
FloatMarker=1
DepthData=0
TradingSystemUI=0
PrimaryLinkOnly=0
NotifyOnRemoval=0
Param_count=3
Param_name_0=Price Series
Param_inuse_0=1
Param_type_0=formula
Param_default_0=c
Param_name_1=Start Date
Param_inuse_1=1
Param_type_1=datetime
Param_default_1=2000/1/1 0:0:0
Param_name_2=Reset Daily
Param_inuse_2=1
Param_type_2=string
Param_default_2=NO|YES
Explanation_Lines=1
Explanation0=Volume Weight Average Price is sum of the volume of every transaction multiplied by price of every transaction divided by the day total volume.
# NEOTICKER DATA END

function vwap_pas : double;
Const MyHSize   = 4;
      StartDate = 0;
      ResetDay  = 1;
      AccumWVP  = 2;
      AccumDayV = 3;
var ps : variant;
    vwap_val : double;
begin
   if itself.firstcall then
   begin
      heap.allocate (MyHSize);
      heap.fill(0, MyHSize-1, 0);

      if param2.datetime < data1.datetime[0] then
         heap.value(StartDate) := data1.datetime[0]
      else
         heap.value(StartDate) := param2.datetime;

      if ntlib.pos('Y',param3.str) > 0 then
         heap.value(ResetDay) := 1;
   end;

   ps := itself.makeindicator('ps1', 'fml', ['1'], [param1.str]);

   if not ps.valid[0] then
   begin
      itself.success := false;
      exit;
   end;

   if data1.datetime[0] < heap.value(StartDate) then
   begin
      itself.success := false;
      exit;
   end;

   if (ntlib.day(data1.datetime[1])<>ntlib.day(data1.datetime[0])) and
      (heap.value(ResetDay)>0) then
   begin
      heap.value(AccumWVP)  := 0;
      heap.value(AccumDayV) := 0;
      ntlib.debug('daily rest');
   end;

   heap.value(AccumWVP)  := heap.value(AccumWVP)+ps.value[0]*data1.volume[0];
   heap.value(AccumDayV) := heap.value(AccumDayV)+data1.volume[0];

   if heap.value(AccumDayV)<>0 then
   begin
      vwap_val := heap.value(AccumWVP)/heap.value(AccumDayV);

      if vwap_val > data1.value [0] then
      begin
         itself.plot [1] := vwap_val;
         itself.successex [2] := false;
      end
      else
      begin
         itself.plot [2] := vwap_val;
         itself.successex [1] := false;
      end;
   end
   else
      itself.successall := false;


end;