Notes

dn = DateNum();
dt = DateTime();
newday = dn != Ref(dn, -1);
todays_bars = BarsSince( newday )+1;
todaybarsnum = LastValue(todays_bars);
//check for todays_bars-1 & todays_bars above


day5_Vol = TimeFrameGetPrice("V", inDaily, shift = -5);
day4_Vol = TimeFrameGetPrice("V", inDaily, shift = -4);
day3_Vol = TimeFrameGetPrice("V", inDaily, shift = -3);
earlier_FD_Vol = TimeFrameGetPrice("V", inDaily, shift = -2);
prev_FD_Vol = TimeFrameGetPrice("V", inDaily, shift = -1);
AvgVol = (prev_FD_Vol+earlier_FD_Vol+day3_Vol+day4_Vol+day5_Vol)/5;
current_FD_Vol = TimeFrameGetPrice("V", inDaily, shift = 0);
CurrentVolRatio = current_FD_Vol/prev_FD_Vol;
CurrentAvgVolRatio = current_FD_Vol/AvgVol;

prev_HTF_Vol = TimeFrameGetPrice("V", in15Minute, shift = 0);
totalvolume = Sum(prev_HTF_Vol, todays_bars);
Incrementalvolume = totalvolume - Ref(totalvolume,-1);
avg_volume = MA(prev_HTF_Vol , todays_bars);
volumeratio = prev_HTF_Vol / avg_volume;

/*VWAP can be calculated as follows:
Average of high,low and close for intraday period is calculated as (High+Low+Close)/3
Obtained price from step 1 is multiplied with period’s volume
Cumulative total price is created
Cumulative volume is created
cumulative(price X volume) is divided by cumulative volume
*/

ATPCal = (High+Low+Close)/3;
ATPCal15Min = TimeFrameGetPrice("ATPCal", in15Minute, shift = 0);
V15Min = TimeFrameGetPrice("V", in15Minute, shift = 0);
TO15Min = V15Min * ATPCal15Min;
ATP15Min = TO15Min / V15Min;

totalvolume = Sum(V15Min, todays_bars);
totalTO = Sum(TO15Min, todays_bars);

ATPFD = totalTO / totalvolume;

/*
TodayVolume = Sum(V,todaybarsnum);
average = (H+L+C)/3;
VWAP = Sum (average * V, todaybarsnum) / TodayVolume;
*/


selected_dn = Status("rangetodate");
last_day = dn == selected_dn;

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();

// Plot ATP ARRAY
Plot(ATP15Min,"ATP",colorYellow, styleStaircase, Null, Null, 0, 1);
Plot(HHV(ATP15Min, todays_bars),"HHV",colorGreen, styleStaircase, Null, Null, 0, 1);
Plot(LLV(ATP15Min, todays_bars),"LLV",colorRed, styleStaircase, Null, Null, 0, 1);

// Exploration start
Filter = Status( "lastbarinrange" );
AddColumn(C,"C",1.2);
AddColumn(ROC(C,1),"%change",1.2);
AddColumn(ATPFD,"ATPF",1.2);
AddColumn(totalVolume,"VFD",1.2);



AddColumn(DateTimeConvert(2,selected_dn), "Selected date", formatDateTime);
AddColumn(todays_bars, "Bars of Today",1.2);
AddColumn(earlier_FD_Vol,"V-2",1.2);
AddColumn(prev_FD_Vol,"V-1",1.2);
AddColumn(current_FD_Vol,"V",1.2);
AddColumn(CurrentVolRatio,"VRatio",1.2);
AddColumn(AvgVol,"AvgV",1.2);
AddColumn(CurrentAvgVolRatio,"5AvgVRatio",1.2);
AddColumn(totalvolume, "VCum",1.2);

n = 0;
for ( i = 0; i < BarCount; i++ )
{
if ( last_day[i] /*&& n <= 20*/ )
{
AddColumn(todays_bars[i],"BarNum",1.0);
AddColumn(totalvolume[i],"V "+DateTimeFormat("%H:%M", dt[i]),1.0);
AddColumn(ATP15Min[i],"ATP "+DateTimeFormat("%H:%M", dt[i]),1.5);
AddColumn(avg_volume[i],"AvgV "+DateTimeFormat("%H:%M", dt[0])+"-"+DateTimeFormat("%H:%M", dt[i]),1.0);
//check for barcount, first instance.
AddColumn(prev_HTF_Vol[i],"IncVol "+DateTimeFormat("%H:%M", dt[i]),1.0);
AddColumn(volumeratio[i],"VolR "+DateTimeFormat("%H:%M", dt[i]),1.2);
//AddColumn(n,"n");
//AddColumn(i,"i");
//AddColumn(dt[n],"test dt of n");
//AddColumn(dt[i],"test dt of i");
n++;
}
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