OPEN-SOURCE SCRIPT
TWAP Oscillator

Its an oscillator for the daily TWAP, anchored from 14:59:30CT which is the settlement time for the SP500 and Emini500. There are 5 deviations ranges for the oscillator matching the 5 deviations from the other Daily TWAP script. The RSI colors the line, I stole the RSI coloring from ChartPrime, thanks.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.