RVol intraday

//@version=5
indicator("Time-Matched Volume Average", shorttitle="TimeVolAvg", overlay=false)

// === Inputs ===
length = input.int(10, title="Lookback Days")
above_avg_color = input.color(color.green, title="Above Average Color")
below_avg_color = input.color(color.red, title="Below Average Color")
avg_line_color  = input.color(color.blue, title="Matched Avg Line Color")

// === Constants ===
maxBarsPerSession = 500  // max bars expected per day (adjust for smaller timeframes)

// === Helper: detect new session ===
isNewDay() =>
    t = time('D')
    na(t[1]) and not na(t) or t[1] < t

// === Tracking bar index per day ===
var int barIndexToday = na
if isNewDay()
    barIndexToday := 0
else
    barIndexToday += 1

// === Volume history storage (1D array simulating 2D [day][bar]) ===
var flatVolArray = array.new_float()
var int currentDayIndex = 0

// When new day starts, increment day index
if isNewDay()
    currentDayIndex += 1
    if currentDayIndex > length
        currentDayIndex := 0  // wrap around to reuse slots

// Save current bar's volume at flattened index
storeIndex = currentDayIndex * maxBarsPerSession + barIndexToday
if array.size(flatVolArray) <= storeIndex
    // extend the array as needed
    for i = array.size(flatVolArray) to storeIndex
        array.push(flatVolArray, na)
    array.set(flatVolArray, storeIndex, volume)
else
    array.set(flatVolArray, storeIndex, volume)

// === Calculate average volume at same bar index across prior days ===
float matched_avg = na
int count = 0
float sum = 0.0

if barIndexToday < maxBarsPerSession
    for i = 0 to length - 1
        if i == currentDayIndex
            continue  // skip today's data
        idx = i * maxBarsPerSession + barIndexToday
        if idx < array.size(flatVolArray)
            v = array.get(flatVolArray, idx)
            if not na(v)
                sum += v
                count += 1
    matched_avg := count > 0 ? sum / count : na
else
    matched_avg := na

// === Fallback for non-intraday charts ===
is_intraday = not (timeframe.isdaily or timeframe.isweekly or timeframe.ismonthly)
matched_avg := is_intraday ? matched_avg : ta.sma(volume, length)

// === Plotting ===
centered_vol = volume - matched_avg
volColor = volume > matched_avg ? above_avg_color : below_avg_color

plot(volume, title="Volume", style=plot.style_columns, color=volColor)
plot(matched_avg, title="Time-Matched Avg", color=avg_line_color, linewidth=2)
hline(0, title="Baseline", color=color.gray, linestyle=hline.style_dashed)
plot(centered_vol, title="Volume - Matched Avg", color=color.purple, linewidth=1)