# NEOTICKER DATA BEGIN
ScriptType=Indicator
Description=Profile Average
Name=ProfileAverage
Language=DelphiScript
Links=1
MinBars=0
TimerInterval=100
MetaStyle=Normal
ValueRange=Same as Source
Placement=Smart
Multiplot_num_plots=1
Multiplot_color_0=255
Multiplot_style_0=Line
Multiplot_width_0=1
Multiplot_enabled_0=1
Multiplot_breakstyle_0=0
UpdateByTick=1
TradingSystemUI=0
PrimaryLinkOnly=0
NotifyOnRemoval=0
Param_count=2
Param_name_0=Period
Param_inuse_0=1
Param_type_0=integer.gt.0
Param_default_0=30
Param_name_1=SlotSize
Param_inuse_1=1
Param_type_1=real
Param_default_1=0.25
Explanation_Lines=1
Explanation0=Profile Average plots the average price based on the moving profile defined by the parameter Period and Slot Size. Profile Average requires one series (Link 1).
# NEOTICKER DATA END

function ProfileAverage : double;
var i, period, c, offset : integer;
    md, stddev : double;
begin
   period := param1.int;

   if heap.size = 0 then
   begin
      heap.allocate (period + 2);
      heap.fill (0, period + 1, 0);
      heap.allocatepriceprofile ('a', param2.real, data1.low [0], data1.high [0]);
   end;

   if not data1.valid [0] then
   begin
      itself.successall := false;
      exit;
   end;

   i := heap.value [period];
   c := heap.value [period + 1];

   // once we filled up the cyclical buffer, it is time to
   // remove the oldest values from the profile

   if c >= period then
   begin
      offset := data1.barsnum [0] - heap.value [i];
      heap.priceprofileremovepricerange (
         'a', data1.low [offset], data1.high [offset], data1.volume [offset]);
   end;

   // update profile with latest volume information

   heap.value [i] := data1.barsnum [0];
   heap.priceprofileaddpricerange ('a', data1.low [0], data1.high [0], data1.volume [0]);

   // the indices into the cyclical buffer is adjusted for the next update

   heap.value [period + 1] := c + 1;
   heap.value [period] := (i + 1) mod period;

   // our indicator value is simply the volume weighted average price
   // of the profile

   md := heap.priceprofilevwap ('a');
   itself.plot [1] := md;

end;