VWAP by J.Lo *new

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class JLoVWAP : Indicator
    {
        [Output("Main", LineColor = "#FF00843B", Thickness = 2)]
        public IndicatorDataSeries Result { get; set; }
        private Bars dailyResults;

        public override void Calculate(int index)
        {
            double CumulativePrice = 0;
            double CumulativeVol = 0;
            
            //Get session start time from daily bars
            dailyResults = MarketData.GetBars(TimeFrame.Daily);
            var indexDaily = dailyResults.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            DateTimeOffset tradingStartTime = dailyResults[indexDaily].OpenTime;

            //calculate the cumalative price and the cumulative volume
            //get the index of this chart when the day opened
            var indexStart = Bars.OpenTimes.GetIndexByExactTime(tradingStartTime.DateTime);
            int i = index; //work backwards from the current index to the start of the day
            while(i > indexStart)
            {
                CumulativePrice += Bars.TypicalPrices[i] * Bars.TickVolumes[i];
                CumulativeVol += Bars.TickVolumes[i];
                i--;
            }

            //return the result
            Result[index] = CumulativePrice / CumulativeVol;
 
        }

    }
}