OPEN-SOURCE SCRIPT

CME Gap Tracker + Live Statistics

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This script automatically finds the gaps inherent in the time data of any given chart, and displays them in color-coated buckets of how long it takes for the close of the gap to get filled. Add it on any CME Futures chart on the daily, and it will find all the weekend gaps. Set your period to an hour, and it will find the intraday gaps. Also displays a statistical calculation for each bucket.

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