//@version=6
// =====================================================================
// Cumulative RVOL by Time of Day — thetrademethod.com
//
// Is this stock doing abnormal volume compared to ITSELF, at this point
// in the day?
//
//   At every bar, today's volume so far (from the session's first bar up
//   to this bar) is divided by what the stock has normally traded by the
//   same time of day, averaged over the last 20 sessions and the last
//   5 sessions.
//
//     1.0  = normal for this time of day
//     2.0  = twice the usual participation by now
//     0.7  = 30% less than usual: nobody is showing up
//
//   If it is 10:15, today's volume up to 10:15 is compared with the
//   average volume up to 10:15. Not one number for the day: you can see
//   whether participation is increasing into a move, holding after it,
//   fading, or never showing up at all.
//
//   Columns: today vs the 20-day average. Orange step line: today vs the
//   5-day average. Bright columns are rising, faded columns are falling.
//   Set "Show" to one average and add the indicator twice for the
//   two-panel layout from the video (20-day on top, 5-day below).
//
//   Intraday charts (1 minute and up). The averages need that many
//   earlier sessions loaded on the chart; the panel shows how many are
//   in use. On a daily chart it falls back to plain RVOL: today's volume
//   against the average daily volume of the previous N days.
//   Draws and alerts only; it places no orders.
// =====================================================================
indicator("Cumulative RVOL by Time of Day", shorttitle = "Cum RVOL", overlay = false, format = format.price, precision = 2)

// ---------------- inputs ----------------
show      = input.string("Both", "Show", options = ["Both", "20-day only", "5-day only"], group = "Averages",
     tooltip = "Both: columns for the long average, orange line for the short one.")
lenLong   = input.int(20, "Long average (sessions)", minval = 1, maxval = 60, group = "Averages")
lenShort  = input.int(5, "Short average (sessions)", minval = 1, maxval = 60, group = "Averages")
hot       = input.float(2.0, "Strong participation at", minval = 1.0, step = 0.1, group = "Levels")
trendBars = input.int(5, "Increasing / fading: compare with N bars ago", minval = 1, group = "Levels")
trendPct  = input.float(5.0, "…and a change of more than this %", minval = 0.0, step = 0.5, group = "Levels")
showPanel = input.bool(true, "Show status panel", group = "Display")

// ---------------- colours ----------------
cStrong = #30d158
cAbove  = #2997ff
cBelow  = #8e8e93
cShort  = #ff9f0a

// ---------------- time-of-day slots ----------------
bool intra  = timeframe.isintraday
int  tfSec  = timeframe.in_seconds()
int  keep   = math.max(lenLong, lenShort)
var int cols = intra ? int(math.ceil(86400.0 / tfSec)) : 1

if barstate.isfirst and intra and cols * keep > 100000
    runtime.error("Chart timeframe too small for " + str.tostring(keep) + " sessions of history. Use a 1-minute chart or higher.")

int secOfDay = hour(time, syminfo.timezone) * 3600 + minute(time, syminfo.timezone) * 60 + second(time, syminfo.timezone)
int slot     = intra ? math.min(int(secOfDay / tfSec), cols - 1) : 0

// one row per finished session: cumulative volume at every slot of that day
var matrix<float> hist  = matrix.new<float>(0, cols, na)
var array<float>  today = array.new<float>(cols, na)
var float cum      = 0.0
var int   lastSlot = -1
var int   barsIn   = 0

fillSlots(array<float> a, int fromIdx, int toIdx, float v) =>
    if toIdx >= fromIdx
        for i = fromIdx to toIdx
            a.set(i, v)

// average cumulative volume at slot c over the most recent n sessions
avgAt(matrix<float> m, int c, int n) =>
    int rows = m.rows()
    int k    = math.min(n, rows)
    float sum = 0.0
    if k > 0
        for r = rows - k to rows - 1
            float x = m.get(r, c)
            sum += na(x) ? 0.0 : x   // no bar yet by this time that day = no volume yet
    k > 0 ? sum / k : na

float rvLong  = na
float rvShort = na
float dL = ta.sma(volume, lenLong)[1]     // daily fallback averages (computed on every bar)
float dS = ta.sma(volume, lenShort)[1]

if intra
    if session.isfirstbar and lastSlot >= 0
        // close out the finished session: carry its final total to the end of the day, store it
        fillSlots(today, lastSlot + 1, cols - 1, cum)
        hist.add_row(hist.rows(), today.copy())
        if hist.rows() > keep
            hist.remove_row(0)
        today.fill(na)
        cum      := 0.0
        lastSlot := -1
        barsIn   := 0

    float prevCum = cum
    cum    += nz(volume)
    barsIn += 1
    if lastSlot >= 0
        fillSlots(today, lastSlot + 1, slot - 1, prevCum)   // gaps (no prints) keep the running total
    today.set(slot, cum)
    lastSlot := math.max(lastSlot, slot)

    float aL = avgAt(hist, slot, lenLong)
    float aS = avgAt(hist, slot, lenShort)
    rvLong  := aL > 0 ? cum / aL : na
    rvShort := aS > 0 ? cum / aS : na
else
    // daily and higher: today's volume against the average of the previous N bars
    rvLong  := dL > 0 ? volume / dL : na
    rvShort := dS > 0 ? volume / dS : na

// ---------------- which series is the histogram ----------------
bool  onlyShort = show == "5-day only"
float rv      = onlyShort ? rvShort : rvLong
float line5     = show == "Both" ? rvShort : na

// increasing / holding / fading, within today only
bool  canTrend = not intra or barsIn > trendBars
float ref      = canTrend ? rv[trendBars] : na
float chg      = na(ref) or ref <= 0 or na(rv) ? na : (rv / ref - 1) * 100
string state   = na(rv) ? "Building history" : rv < 1 ? "Below normal" : na(chg) ? "Above normal" : chg > trendPct ? "Increasing" : chg < -trendPct ? "Fading" : "Holding"

bool  rising = na(rv[1]) or rv >= rv[1]
color base   = na(rv) ? na : rv >= hot ? cStrong : rv >= 1 ? cAbove : cBelow
color colCol = na(base) ? na : color.new(base, rising ? 0 : 50)

// ---------------- plots ----------------
plot(rv, "RVOL (histogram)", color = colCol, style = plot.style_columns)
plot(line5, "RVOL vs short average", color = cShort, linewidth = 2, style = plot.style_stepline)
hline(1.0, "Normal (1.0)", color = color.new(#a1a1a6, 0), linestyle = hline.style_dashed)
hline(hot, "Strong", color = color.new(cStrong, 50), linestyle = hline.style_dotted)

// ---------------- status panel ----------------
var table tb = table.new(position.top_right, 2, 4, bgcolor = color.new(#1d1d1f, 10), border_width = 0)
fmt(float v) => na(v) ? "—" : str.tostring(v, "#.00") + "x"
if showPanel and barstate.islast
    string lblL = intra ? "vs " + str.tostring(lenLong) + "-day, same time" : "vs " + str.tostring(lenLong) + "-day average"
    string lblS = intra ? "vs " + str.tostring(lenShort) + "-day, same time" : "vs " + str.tostring(lenShort) + "-day average"
    table.cell(tb, 0, 0, lblL, text_color = #a1a1a6, text_size = size.small)
    table.cell(tb, 1, 0, fmt(rvLong), text_color = na(rvLong) ? color.white : rvLong >= hot ? cStrong : rvLong >= 1 ? cAbove : cBelow, text_size = size.small)
    table.cell(tb, 0, 1, lblS, text_color = #a1a1a6, text_size = size.small)
    table.cell(tb, 1, 1, fmt(rvShort), text_color = cShort, text_size = size.small)
    table.cell(tb, 0, 2, "Participation", text_color = #a1a1a6, text_size = size.small)
    table.cell(tb, 1, 2, state, text_color = state == "Increasing" ? cStrong : state == "Fading" or state == "Below normal" ? #ff453a : color.white, text_size = size.small)
    table.cell(tb, 0, 3, intra ? "Sessions loaded" : "Timeframe", text_color = #a1a1a6, text_size = size.small)
    table.cell(tb, 1, 3, intra ? str.tostring(hist.rows()) + " of " + str.tostring(keep) : "daily fallback", text_color = intra and hist.rows() < keep ? #ff9f0a : color.white, text_size = size.small)

// ---------------- alerts ----------------
alertcondition(ta.crossover(rv, 1.0) and barstate.isconfirmed, "RVOL above normal", "{{ticker}} cumulative RVOL crossed above 1.0 — more volume than normal for this time of day")
alertcondition(ta.crossover(rv, hot) and barstate.isconfirmed, "RVOL strong", "{{ticker}} cumulative RVOL crossed above the strong level")
alertcondition(ta.crossunder(rv, 1.0) and barstate.isconfirmed, "RVOL back below normal", "{{ticker}} cumulative RVOL fell back below 1.0 — participation fading")
alertcondition(barstate.isconfirmed, "Test — Fires Every Bar", "🟢 TEST — plumbing works on {{ticker}} @ {{close}}")