[pshaiCmd] VWMA v2 (Optimized)

DefineCommand('VWMA_v2', 'Volume-Weighted Moving Average, Script Editor version')

local source = DefineParameter(ListNumberType, 'source', 'Price source', true, ClosePrices(), 'ClosePrices, HLPrices, HLCPrices, OHLCPrices')
local volume = DefineParameter(ListNumberType, 'volume', 'Volume source', true, GetVolume(), 'GetVolume')
local period = DefineParameter(NumberType, 'period', 'Period length', true, 20, 'Input, Number')

DefineIntervalOptimization(CurrentInterval(source))

local vwma = Load('vwma', {})
local base, tmp, value
local limit = 250

if Load('warmup', true) then
    LogWarning('Warming up VWMA...')

    for i=99, 0, -1 do
        tmp = Grab(volume, i, period)
        base = Sum(Grab(source, i, period) * tmp)
        value = base / Sum(tmp)
        vwma = ArrayUnshift(vwma, value)
    end

    LogWarning('Completed.')
    Save('warmup', false)
else
    tmp = Grab(volume, 0, period)
    base = Sum(Grab(source, 0, period) * tmp)
    vwma = ArrayUnshift(vwma, base / Sum(tmp))
end

if #vwma > limit then
    vwma = Grab(vwma, 0, limit)
end

Save('vwma', vwma)

DefineOutput(ListDynamicType, vwma, 'VWMA values', 'Plot')