// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © mohammadmaruful89

//@version=5
indicator("~Up/Down Volume[Mrf]", format=format.volume)

lowerTimeframeTooltip = "The indicator scans lower timeframe data to approximate Up/Down volume. By default, the timeframe is chosen automatically. These inputs override this with a custom timeframe.
 \n\nHigher timeframes provide more historical data, but the data will be less precise."
useCustomTimeframeInput = input.bool(false, "Use custom timeframe", tooltip = lowerTimeframeTooltip)
lowerTimeframeInput = input.timeframe("1", "Timeframe")

length = input(12, 'Average volume length')

upAndDownVolume(average_vol) =>
    posVol = 0.0
    negVol = 0.0
    
    switch
        close >  open     => posVol := average_vol * math.abs(open / close - 1)
        close <  open     => negVol := average_vol * math.abs(open / close - 1)
        //close >= close[1] => posVol += volume
        //close <  close[1] => negVol -= volume

    [posVol, negVol]

lowerTimeframe = switch
    useCustomTimeframeInput => lowerTimeframeInput
    timeframe.isintraday    => "1"
    timeframe.isdaily       => "5"
    => "60"

average_vol = ta.sma(volume, length)
[upVolumeArray, downVolumeArray] = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, upAndDownVolume(average_vol))

upVolume = array.sum(upVolumeArray)
downVolume = array.sum(downVolumeArray)
downVolume1 = 0 - downVolume
delta = upVolume + downVolume1
plot(upVolume, "Up Volume", style = plot.style_columns, color=color.new(color.green, 60))
plot(downVolume1, "Down Volume", style = plot.style_columns, color=color.new(color.red, 60))
plotchar(delta, "delta", "—", location.absolute, color = delta > 0 ? color.green : color.red, size = size.tiny)

var cumVol = 0.
cumVol += nz(volume)
if barstate.islast and cumVol == 0
    runtime.error("The data vendor doesn't provide volume data for this symbol.")