is there a way how could I create an indicator which would show daily price limits (5% up and down in ETH hours and 7, 13 and 20 % down in RTH period from fixing price). Where fixing price is the volume weighted average price (VWAP) calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT?
emuns
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