OPEN-SOURCE SCRIPT
Updated

Tape Pressure Proxy — Signals (CVD + Imbalance + VWAP/EMA) v1.1

302
Tape reading: The stack approximates aggressor flow using CVD (cumulative signed volume) and a Z-score “imbalance” of that signed volume. This captures speed/side bias you’d look for on the tape.
Release Notes
Updated to fix clutter in the signals

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