Positive Volume Index indicator - PVI

-- Author of haascript version: Bunka
-- Positive Volume Index indicator - PVI

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--  Copyright by HPotter v1.0 11/06/2014
-- The theory behind the indexes is as follows: On days of increasing volume, 
-- you can expect prices to increase, and on days of decreasing volume, you can 
-- expect prices to decrease. This goes with the idea of the market being in-gear 
-- and out-of-gear. Both PVI and NVI work in similar fashions: Both are a running 
-- cumulative of values, which means you either keep adding or subtracting price 
-- rate of change each day to the previous day`s sum. In the case of PVI, if today`s 
-- volume is less than yesterday`s, don`t add anything; if today`s volume is greater, 
-- then add today`s price rate of change. For NVI, add today`s price rate of change 
-- only if today`s volume is less than yesterday`s.
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DefineCommand("PVI","Positive Volume Index indicator - PVI")

local interval = DefineParameter(NumberType,"PVI interval", "PVI inteval", false, InputInterval("PVI interval", 0, "PVI interval", "PVI indicator"))
local EMA_Len = DefineParameter(NumberType, "EMA length", "EMA length", false, Input("EMA length", 10, "EMA length", "PVI indicator"))
local market = DefineParameter(StringType, "Market", "Market", false, InputMarket("Market", PriceMarket(), "Market", "PVI indicator"))
local plot_or_not = DefineParameter(BooleanType, "plot PVI", "enable or disable plot", false, Input("plot PVI", true, "enable or disable plot", "PVI indicator"))

--local interval = DefineParameter(NumberType,"PVI interval", "PVI inteval", false, 0)
--local EMA_Len = DefineParameter(NumberType, "EMA length", "EMA length", false, 10)
--local market = DefineParameter(StringType, "Market", "Market", false, PriceMarket())
--local plot_or_not = DefineParameter(BooleanType, "plot PVI", "enable or disable plot", false, true)

local c = ClosePrices(interval,true,market)
local v = GetVolume(interval,true,market)

OptimizedForInterval(
    0,
    function()
        --local EMA_Len = Input("EMA_Len", 10)
        local xROC = ROC(c, 1)
        local nRes = Load("nRes",HNC(EMA_Len,0))
        local nRes = ArrayUnshift(nRes,IfElse(v[1] > v[2], nRes + xROC, nRes))
        local nRes = ArrayPop(nRes)

        local nResEMA = EMA(nRes, EMA_Len)

        if plot_or_not then
            Plot(1,"PVI",nRes,Red)
            Plot(1,"EMA of PVI",nResEMA,Aqua)
        end
        
        local results = {
            PVI = nRes,
            EMA_PVI = nResEMA,
            }

        DefineOutput(ListDynamicType, results, 'PVI & Ema of PVI')
        DefineOutputIndex(1,ListNumberType,"PVI","Positive Volume Index indicator - PVI")
        DefineOutputIndex(2,ListNumberType,"EMA of PVI","EMA of PVI")
    end
)