VolumeScopeStats (RTX)
This VolumeScopeStats (VSS) RTX Indicator is designed to compute volume-at-price statistics that are sensitive to both time of day and periodicity of the chart. This allows users to compute and identify values of significant volume or delta at price throughout the day with statistics based on the volume-at-price of the same time of day over previous session. VSS provides the user an option for the bucket size (time per period) as well the number of sessions to consider.