OPEN-SOURCE SCRIPT

Volume Profile on Grid with Zscore Coloring

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This indicator takes (DeadCatCode) volume profile and starts a new profile when price reaches a new Grid Interval, chosen in the settings.

The candles are also colored by Z score (colors pulled from ChartPrime) based on the 5 deviations from the Daily TWAP, which is anchored from previous days settlement time, 14:59:30CT. The max number of deviations can be changed in the settings to change the sensitivity of the z score coloring.

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