// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Price Volume Divergence (PVD)", "PVD", overlay=false)

//@function Calculates Price Volume Divergence
//@param price_period Lookback period for price momentum
//@param volume_period Lookback period for volume momentum
//@param smoothing_period Period for smoothing divergence signals
//@param c Close price series
//@param vol Volume series
//@returns Smoothed divergence value
//@optimized for performance and dirty data
pvd(simple int price_period, simple int volume_period, simple int smoothing_period, series float c=close, series float vol=volume ) =>
    float close_price = nz(c, close)
    float volume_val = math.max(nz(vol, 0.0), 1.0)
    float prev_close = bar_index < price_period ? close_price[math.max(bar_index, 1)] : close_price[price_period]
    float prev_volume = bar_index < volume_period ? volume_val[math.max(bar_index, 1)] : volume_val[volume_period]
    float price_roc = prev_close > 0 ? (close_price - prev_close) / prev_close * 100 : 0.0
    float volume_roc = prev_volume > 0 ? (volume_val - prev_volume) / prev_volume * 100 : 0.0
    int price_momentum = price_roc > 0 ? 1 : price_roc < 0 ? -1 : 0
    int volume_momentum = volume_roc > 0 ? 1 : volume_roc < 0 ? -1 : 0
    float magnitude = math.abs(price_roc) + math.abs(volume_roc)
    float divergence_raw = price_momentum * -volume_momentum * magnitude
    var int p = smoothing_period
    var array<float> buffer = array.new_float(p, na)
    var int head = 0, var float sum = 0.0, var int valid_count = 0
    float oldest = array.get(buffer, head)
    if not na(oldest)
        sum -= oldest
        valid_count -= 1
    if not na(divergence_raw)
        sum += divergence_raw
        valid_count += 1
    array.set(buffer, head, divergence_raw)
    head := (head + 1) % p
    valid_count > 0 ? sum / valid_count : divergence_raw

// ---------- Inputs ----------

price_period = input.int(14, "Price Period", minval=1, maxval=100)
volume_period = input.int(14, "Volume Period", minval=1, maxval=100)
divergence_threshold = input.float(50.0, "Divergence Threshold", minval=0)
smoothing_period = input.int(3, "Smoothing Period", minval=1, maxval=20)

// ---------- Main loop ----------

// Calculation
pvd_value = pvd(price_period, volume_period, smoothing_period)

// Plot main line
plot(pvd_value, "PVD", color=color.yellow, linewidth=2)