// TSV Time Segmented Volume indicator
//
https://futures.io/thinkorswim/10957-time-segmented-volume-worden-telecharts.html#post122215
//
// 13 = number of daily HALF HOURS
//  7 = ????
//
//      Example Settings:
// Short Term Trading       :  TSV period between  9 and 12
// Intermediate Term Trading:  TSV period between 18 and 25
// Long Term Trading        :  TSV period between 35 and 45
//
// --------------------------------------------------------------------------------------
// t = sum(close>close[1]?volume*close-close[1]:close<close[1]?(volume*-1)*close-close[1]:0,13)
// m = sma(t,7)
// --------------------------------------------------------------------------------------
// TSV=(Sum( IIf( C > Ref(C,-1), V * ( C-Ref(C,-1) ), IIf( C < Ref(C,-1),-V * ( C-Ref(C,-1) ), 0 ) ) ,18));
// --------------------------------------------------------------------------------------
//
//ONCE p1    = 13
//ONCE p2    = 7
//ONCE Mtype = 0
p1           = max(1,min(999,p1))
p2           = max(1,min(999,p2))
Mtype        = max(0,min(6,Mtype))
MyVol = 0
IF close > close[1] THEN
   MyVol = volume * (close - close[1])
ELSIF close < close[1] THEN
   MyVol = -volume * (close - close[1])
ENDIF
TSV    = summation[p1](MyVol)
Signal = average[p2,Mtype](TSV)
RETURN TSV AS "Tsv",Signal AS "Signal"