// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © maruf_bd

//@version=5
indicator("~VWAP", overlay = false)

l = input(6, "Price lookback")

price = ta.cum(hlc3)

highs = 0.0, lows = 0.0, closes = 0.0
for i = 0 to l
    highs := highs + high[i]
    lows := lows + low[i]
    closes := closes + close[i]

avarages = array.new_float(l+1, 0.0)

for i = 0 to l
    array.set ( avarages, i, (highs[i] + lows[i] + closes[i]) / 3 )

cum_price = array.sum(avarages)

//_________________________________________________________________
cum_volume = 0.0

for i = 0 to l
    cum_volume := volume[i]

//_________________________________________________________________
vwap = (cum_price * volume) / cum_volume

//plot(vwap)

alma = ta.alma(vwap, l, .90, 6)
plot(alma, color = #44CA99)