// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Weighted Accumulation/Distribution (VWAD)", "VWAD", overlay=false)

//@function Calculates VWAD using volume weighting for enhanced sensitivity
//@param src_high High price series
//@param src_low Low price series
//@param src_close Close price series
//@param src_vol Volume series
//@param period Lookback period for volume weighting
//@returns VWAD value representing volume-weighted accumulation/distribution
//@optimized for performance and dirty data
vwad(simple int period, series float src_high = high, series float src_low = low, series float src_close = close, series float src_vol = volume) =>
    var int p = math.max(1, period), var int head = 0
    var array<float> vol_buffer = array.new_float(p, na)
    var float sum_vol = 0.0
    float old_vol = array.get(vol_buffer, head)
    if not na(old_vol)
        sum_vol -= old_vol
    float current_vol = nz(src_vol, 0.0)
    sum_vol += current_vol
    array.set(vol_buffer, head, current_vol)
    head := (head + 1) % p
    float mfm = 0.0
    if not na(src_high) and not na(src_low) and not na(src_close)
        mfm := (src_close - src_low) - (src_high - src_close)
        mfm := src_high != src_low ? mfm / (src_high - src_low) : 0.0
    float vol_weight = sum_vol > 0.0 ? current_vol / sum_vol : 0.0
    float weighted_mfv = current_vol * mfm * vol_weight
    var float cumulative_vwad = 0.0
    cumulative_vwad += weighted_mfv
    cumulative_vwad

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

// Inputs
i_period = input.int(20, "Volume Weight Period", minval=1)

// Calculation
vwad_value = vwad(i_period)

// Plot
plot(vwad_value, "VWAD", color=color.yellow, linewidth=2)