Sessions, range deviations & stats

This indicator builds on the excellent range projections indicator by @tradeforopp. Simple logic to calculate statistics based on a time based range are calculated per the original script. However, this version builds on that by providing users with the ability to apply conditional filters and add some context to the current trading day. Hopefully, this provides users with the ability to backtest potential scenarios based on key sessions and levels, as well as aide in generating a daily bias for trading

Columns in the stats table have been generated to show whether price retraces fully back through the range to hit the first deviation if any level to the opposite side has been hit

For example, if price hit deviation 4 to the upside, additional stats have been generated to show the % of times that price then went to hit deviation 1 to the downside

The range used for generating stats is fully customisable per the original indicator

The indicator will additionally plot the following:
1. Trading sessions (Asia, London & New York): Fully customisable times and display
2. Weekly initial balance high/low/50%: Monday or Monday & Tuesday can be used to determine the weekly balance
3. Previous day and week high/low/50%
4. Midnight and 8am open levels: The times can be changed if required and the statistics will reflect the new time, though the name on the chart and in the stats table will remain the same

Users can then generate additional stats for deviations being hit if certain levels are above other levels

For instance, if the Asia low is higher than the 8am open, it could indicate a bearish day and as such the stats table will show whether levels to the upside of the range or the downside are more likely to be hit