Volume Weighted Average Price for Haas V4

--Author: Fogg

DefineCommand("VWAP_V4", "User Defined VWAP")
local interval = DefineParameter(NumberType, 'Interval', 'The interval to draw the VWAP, defaults to Current Interval', false, CurrentInterval(), 'InputInterval/CurrentInterval')
local vwapint = DefineParameter(NumberType, 'VWAP Interval', 'The time interval to reset the VWAP, defaults to 1D', false, 1440, 'InputInterval/CurrentInterval')
local plot = DefineParameter(BooleanType, 'Plot', 'Enable plotting the chart, defaults to true', false, true, 'true/false')

 
local hlc3 = HLCPrices(interval, true, PriceMarket(), true)
local vol = GetVolume(interval, true, PriceMarket(), true)
 
local trigger = Load('trigger', true)
local newSession = trigger == OptimizedForInterval(vwapint, function()
  local trigger = Load('trigger', true)
  Save('trigger', not trigger)
  return trigger
end)
 
local vwapsum = Load('vwapsum', hlc3*vol)
local volsum = Load('volsum', vol)
 
vwapsum = newSession and hlc3*vol or vwapsum+hlc3*vol
volsum = newSession and vol or volsum+vol

local vwap = vwapsum/volsum
 
if plot == true then 
    local V
    if vwap > 0 then 
        V=Plot(0, "VWAP", vwap, {c=Fuchsia})
    end
    PlotCircle(V, Fuchsia(50))
end 

Save('vwapsum', vwapsum)
Save('volsum', volsum)
 
DefineOutput(ListNumberType, vwap, 'VWAP')