I really shouldn’t rush to post stuff! In the process of trying to improve this indicator I spotted a major flaw in the calculation of returns and a mass of typos due to cut and paste. Please ignore the previously posted code and ITF file as it is pants!

Here is a new and improved (correct I hope) version with not only the corrections but it also draws an arrow to show in which bucket the latest bar on the charts return is on the chart.

//Distribution Of Returns Indicator v1.1
//Coded by Vonasi
//Date 20190221

defparam drawonlastbaronly = true

//startdate = 20170101 //Set to zero to analyse all dates.

if opendate >= startdate or startdate = 0 then
dailyreturn = ((close - close[1]) / close[1]) * 100

t = 0

if dailyreturn >= 0 and dailyreturn < 0.25 then
dr025 = dr025 + 1
x = barindex - 20
y = dr025
t = 1
endif

if dailyreturn >= 0.25 and dailyreturn < 0.50 then
dr050 = dr050 + 1
x = barindex - 19
y = dr050
t = 1
endif

if dailyreturn >= 0.50 and dailyreturn < 0.75 then
dr075 = dr075 + 1
x = barindex - 18
y = dr075
t = 1
endif

if dailyreturn >= 0.75 and dailyreturn < 1.00 then
dr100 = dr100 + 1
x = barindex - 17
y = dr100
t = 1
endif

if dailyreturn >= 1 and dailyreturn < 1.25 then
dr125 = dr125 + 1
x = barindex - 16
y = dr125
t = 1
endif

if dailyreturn >= 1.25 and dailyreturn < 1.50 then
dr150 = dr150 + 1
x = barindex - 15
y = dr150
t = 1
endif

if dailyreturn >= 1.50 and dailyreturn < 1.75 then
dr175 = dr175 + 1
x = barindex - 14
y = dr175
t = 1
endif

if dailyreturn >= 1.75 and dailyreturn < 2.00 then
dr200 = dr200 + 1
x = barindex - 13
y = dr200
t = 1
endif

if dailyreturn >= 2.00 and dailyreturn < 2.25 then
dr225 = dr225 + 1
x = barindex - 12
y = dr225
t = 1
endif

if dailyreturn >= 2.25 and dailyreturn < 2.50 then
dr250 = dr250 + 1
x = barindex - 11
y = dr250
t = 1
endif

if dailyreturn >= 2.50 and dailyreturn < 2.75 then
dr275 = dr275 + 1
x = barindex - 10
y = dr275
t = 1
endif

if dailyreturn >= 2.75 and dailyreturn < 3.00 then
dr300 = dr300 + 1
x = barindex - 9
y = dr300
t = 1
endif

if dailyreturn >= 3.00 and dailyreturn < 3.25 then
dr325 = dr325 + 1
x = barindex - 8
y = dr325
t = 1
endif

if dailyreturn >= 3.25 and dailyreturn < 3.50 then
dr350 = dr350 + 1
x = barindex - 7
y = dr350
t = 1
endif

if dailyreturn >= 3.50 and dailyreturn < 3.75 then
dr375 = dr375 + 1
x = barindex - 6
y = dr375
t = 1
endif

if dailyreturn >= 3.75 and dailyreturn < 4.00 then
dr400 = dr400 + 1
x = barindex - 5
y = dr400
t = 1
endif

if dailyreturn >= 4.00 and dailyreturn < 4.25 then
dr425 = dr425 + 1
x = barindex - 4
y = dr425
t = 1
endif

if dailyreturn >= 4.25 and dailyreturn < 4.50 then
dr450 = dr450 + 1
x = barindex - 3
y = dr450
t = 1
endif

if dailyreturn >= 4.50 and dailyreturn < 4.75 then
dr475 = dr475 + 1
x = barindex - 2
y = dr475
t = 1
endif

if dailyreturn >= 4.75 and dailyreturn < 5.00 then
dr500 = dr500 + 1
x = barindex - 1
y = dr500
t = 1
endif

if dailyreturn >= 5.00 then
dr525 = dr525 + 1
x = barindex
y = dr525
t = 1
endif


if dailyreturn < 0 and dailyreturn > -0.25 then
dr025n = dr025n + 1
x = barindex - 22
y = dr025n
t = -1
endif

if dailyreturn <= -0.25 and dailyreturn > -0.50 then
dr050n = dr050n + 1
x = barindex - 23
y = dr050n
t = -1
endif

if dailyreturn <= -0.50 and dailyreturn > -0.75 then
dr075n = dr075n + 1
x = barindex - 24
y = dr075n
t = -1
endif

if dailyreturn <= -0.75 and dailyreturn > -1.00 then
dr100n = dr100n + 1
x = barindex - 25
y = dr100n
t = -1
endif

if dailyreturn <= -1.00 and dailyreturn > -1.25 then
dr125n = dr125n + 1
x = barindex - 26
y = dr125
t = -1
endif

if dailyreturn <= -1.25 and dailyreturn > -1.50 then
dr150n = dr150n + 1
x = barindex - 27
y = dr150n
t = -1
endif

if dailyreturn <= -1.50 and dailyreturn > -1.75 then
dr175n = dr175n + 1
x = barindex - 28
y = dr175n
t = -1
endif

if dailyreturn <= -1.75 and dailyreturn > -2.00 then
dr200n = dr200n + 1
x = barindex - 29
y = dr200n
t = -1
endif

if dailyreturn <= -2.00 and dailyreturn > -2.25 then
dr225n = dr225n + 1
x = barindex - 30
y = dr225n
t = -1
endif

if dailyreturn <= -2.25 and dailyreturn > -2.50 then
dr250n = dr250n + 1
x = barindex - 31
y = dr250n
t = -1
endif

if dailyreturn <= -2.50 and dailyreturn > -2.75 then
dr275n = dr275n + 1
x = barindex - 32
y = dr275n
t = -1
endif

if dailyreturn <= -2.75 and dailyreturn > -3.00 then
dr300n = dr300n + 1
x = barindex - 33
y = dr300n
t = -1
endif

if dailyreturn <= -3.00 and dailyreturn > -3.25 then
dr325n = dr325n + 1
x = barindex - 34
y = dr325n
t = -1
endif

if dailyreturn <= -3.25 and dailyreturn > -3.50 then
dr350n = dr350n + 1
x = barindex - 35
y = dr350n
t = -1
endif

if dailyreturn <= -3.50 and dailyreturn > -3.75 then
dr375n = dr375n + 1
x = barindex - 36
y = dr375n
t = -1
endif

if dailyreturn <= -3.75 and dailyreturn > -4.00 then
dr400n = dr400n + 1
x = barindex - 37
y = dr400n
t = -1
endif

if dailyreturn <= -4.00 and dailyreturn > -4.25 then
dr425n = dr425n + 1
x = barindex - 38
y = dr425n
t = -1
endif

if dailyreturn <= -4.25 and dailyreturn > -4.50 then
dr450n = dr450n + 1
x = barindex - 39
y = dr450n
t = -1
endif

if dailyreturn <= -4.50 and dailyreturn > -4.75 then
dr475n = dr475n + 1
x = barindex - 40
y = dr475n
t = -1
endif

if dailyreturn <= -4.75 and dailyreturn > -5.00 then
dr500n = dr500n + 1
x = barindex - 41
y = dr500n
t = -1
endif

if dailyreturn <= -5.00 then
dr525n = dr525n + 1
x = barindex - 42
y = dr525n
t = -1
endif

total = total + 1

upperline = max(dr025,dr025n) * 1.02
lowerline = 0 - (upperline * 0.02)
endif

dr525perc = round((dr525 / total) * 100)
dr500perc = round((dr500 / total) * 100)
dr475perc = round((dr475 / total) * 100)
dr450perc = round((dr450 / total) * 100)
dr425perc = round((dr425 / total) * 100)
dr400perc = round((dr400 / total) * 100)
dr375perc = round((dr375 / total) * 100)
dr350perc = round((dr350 / total) * 100)
dr325perc = round((dr325 / total) * 100)
dr300perc = round((dr300 / total) * 100)
dr275perc = round((dr275 / total) * 100)
dr250perc = round((dr250 / total) * 100)
dr225perc = round((dr225 / total) * 100)
dr200perc = round((dr200 / total) * 100)
dr175perc = round((dr175 / total) * 100)
dr150perc = round((dr150 / total) * 100)
dr125perc = round((dr125 / total) * 100)
dr100perc = round((dr100 / total) * 100)
dr075perc = round((dr075 / total) * 100)
dr050perc = round((dr050 / total) * 100)
dr025perc = round((dr025 / total) * 100)

dr525nperc = round((dr525n / total) * 100)
dr500nperc = round((dr500n / total) * 100)
dr475nperc = round((dr475n / total) * 100)
dr450nperc = round((dr450n / total) * 100)
dr425nperc = round((dr425n / total) * 100)
dr400nperc = round((dr400n / total) * 100)
dr375nperc = round((dr375n / total) * 100)
dr350nperc = round((dr350n / total) * 100)
dr325nperc = round((dr325n / total) * 100)
dr300nperc = round((dr300n / total) * 100)
dr275nperc = round((dr275n / total) * 100)
dr250nperc = round((dr250n / total) * 100)
dr225nperc = round((dr225n / total) * 100)
dr200nperc = round((dr200n / total) * 100)
dr175nperc = round((dr175n / total) * 100)
dr150nperc = round((dr150n / total) * 100)
dr125nperc = round((dr125n / total) * 100)
dr100nperc = round((dr100n / total) * 100)
dr075nperc = round((dr075n / total) * 100)
dr050nperc = round((dr050n / total) * 100)
dr025nperc = round((dr025n / total) * 100)
dr025nperc = round((dr025n / total) * 100)

drawrectangle(barindex-1,0,barindex,dr525) coloured(0,0,255)
drawrectangle(barindex-2,0,barindex-1,dr500) coloured(0,0,255)
drawrectangle(barindex-3,0,barindex-2,dr475) coloured(0,0,255)
drawrectangle(barindex-4,0,barindex-3,dr450) coloured(0,0,255)
drawrectangle(barindex-5,0,barindex-4,dr425) coloured(0,0,255)
drawrectangle(barindex-6,0,barindex-5,dr400) coloured(0,0,255)
drawrectangle(barindex-7,0,barindex-6,dr375) coloured(0,0,255)
drawrectangle(barindex-8,0,barindex-7,dr350) coloured(0,0,255)
drawrectangle(barindex-9,0,barindex-8,dr325) coloured(0,0,255)
drawrectangle(barindex-10,0,barindex-9,dr300) coloured(0,0,255)
drawrectangle(barindex-11,0,barindex-10,dr275) coloured(0,0,255)
drawrectangle(barindex-12,0,barindex-11,dr250) coloured(0,0,255)
drawrectangle(barindex-13,0,barindex-12,dr225) coloured(0,0,255)
drawrectangle(barindex-14,0,barindex-13,dr200) coloured(0,0,255)
drawrectangle(barindex-15,0,barindex-14,dr175) coloured(0,0,255)
drawrectangle(barindex-16,0,barindex-15,dr150) coloured(0,0,255)
drawrectangle(barindex-17,0,barindex-16,dr125) coloured(0,0,255)
drawrectangle(barindex-18,0,barindex-17,dr100) coloured(0,0,255)
drawrectangle(barindex-19,0,barindex-18,dr075) coloured(0,0,255)
drawrectangle(barindex-20,0,barindex-19,dr050) coloured(0,0,255)
drawrectangle(barindex-21,0,barindex-20,dr025) coloured(0,0,255)

drawrectangle(barindex-22,0,barindex-21,dr025n) coloured(0,0,255)
drawrectangle(barindex-23,0,barindex-22,dr050n) coloured(0,0,255)
drawrectangle(barindex-24,0,barindex-23,dr075n) coloured(0,0,255)
drawrectangle(barindex-25,0,barindex-24,dr100n) coloured(0,0,255)
drawrectangle(barindex-26,0,barindex-25,dr125n) coloured(0,0,255)
drawrectangle(barindex-27,0,barindex-26,dr150n) coloured(0,0,255)
drawrectangle(barindex-28,0,barindex-27,dr175n) coloured(0,0,255)
drawrectangle(barindex-29,0,barindex-28,dr200n) coloured(0,0,255)
drawrectangle(barindex-30,0,barindex-29,dr225n) coloured(0,0,255)
drawrectangle(barindex-31,0,barindex-30,dr250n) coloured(0,0,255)
drawrectangle(barindex-32,0,barindex-31,dr275n) coloured(0,0,255)
drawrectangle(barindex-33,0,barindex-32,dr300n) coloured(0,0,255)
drawrectangle(barindex-34,0,barindex-33,dr325n) coloured(0,0,255)
drawrectangle(barindex-35,0,barindex-34,dr350n) coloured(0,0,255)
drawrectangle(barindex-36,0,barindex-35,dr375n) coloured(0,0,255)
drawrectangle(barindex-37,0,barindex-36,dr400n) coloured(0,0,255)
drawrectangle(barindex-38,0,barindex-37,dr425n) coloured(0,0,255)
drawrectangle(barindex-39,0,barindex-38,dr450n) coloured(0,0,255)
drawrectangle(barindex-40,0,barindex-39,dr475n) coloured(0,0,255)
drawrectangle(barindex-41,0,barindex-40,dr500n) coloured(0,0,255)
drawrectangle(barindex-42,0,barindex-41,dr525n) coloured(0,0,255)

drawtext("#dr525perc#      ",barindex,upperline) coloured(255,0,0)
drawtext("#dr500perc#      ",barindex-1,upperline) coloured(255,0,0)
drawtext("#dr475perc#      ",barindex-2,upperline) coloured(255,0,0)
drawtext("#dr450perc#      ",barindex-3,upperline) coloured(255,0,0)
drawtext("#dr425perc#      ",barindex-4,upperline) coloured(255,0,0)
drawtext("#dr400perc#      ",barindex-5,upperline) coloured(255,0,0)
drawtext("#dr375perc#      ",barindex-6,upperline) coloured(255,0,0)
drawtext("#dr350perc#      ",barindex-7,upperline) coloured(255,0,0)
drawtext("#dr325perc#      ",barindex-8,upperline) coloured(255,0,0)
drawtext("#dr300perc#      ",barindex-9,upperline) coloured(255,0,0)
drawtext("#dr275perc#      ",barindex-10,upperline) coloured(255,0,0)
drawtext("#dr250perc#      ",barindex-11,upperline) coloured(255,0,0)
drawtext("#dr225perc#      ",barindex-12,upperline) coloured(255,0,0)
drawtext("#dr200perc#      ",barindex-13,upperline) coloured(255,0,0)
drawtext("#dr175perc#      ",barindex-14,upperline) coloured(255,0,0)
drawtext("#dr150perc#      ",barindex-15,upperline) coloured(255,0,0)
drawtext("#dr125perc#      ",barindex-16,upperline) coloured(255,0,0)
drawtext("#dr100perc#      ",barindex-17,upperline) coloured(255,0,0)
drawtext("#dr075perc#      ",barindex-18,upperline) coloured(255,0,0)
drawtext("#dr050perc#      ",barindex-19,upperline) coloured(255,0,0)
drawtext("#dr025perc#      ",barindex-20,upperline) coloured(255,0,0)

drawtext("#dr525nperc#      ",barindex-41,upperline) coloured(255,0,0)
drawtext("#dr500nperc#      ",barindex-40,upperline) coloured(255,0,0)
drawtext("#dr475nperc#      ",barindex-39,upperline) coloured(255,0,0)
drawtext("#dr450nperc#      ",barindex-38,upperline) coloured(255,0,0)
drawtext("#dr425nperc#      ",barindex-37,upperline) coloured(255,0,0)
drawtext("#dr400nperc#      ",barindex-36,upperline) coloured(255,0,0)
drawtext("#dr375nperc#      ",barindex-35,upperline) coloured(255,0,0)
drawtext("#dr350nperc#      ",barindex-34,upperline) coloured(255,0,0)
drawtext("#dr325nperc#      ",barindex-33,upperline) coloured(255,0,0)
drawtext("#dr300nperc#      ",barindex-32,upperline) coloured(255,0,0)
drawtext("#dr275nperc#      ",barindex-31,upperline) coloured(255,0,0)
drawtext("#dr250nperc#      ",barindex-30,upperline) coloured(255,0,0)
drawtext("#dr225nperc#      ",barindex-29,upperline) coloured(255,0,0)
drawtext("#dr200nperc#      ",barindex-28,upperline) coloured(255,0,0)
drawtext("#dr175nperc#      ",barindex-27,upperline) coloured(255,0,0)
drawtext("#dr150nperc#      ",barindex-26,upperline) coloured(255,0,0)
drawtext("#dr125nperc#      ",barindex-25,upperline) coloured(255,0,0)
drawtext("#dr100nperc#      ",barindex-24,upperline) coloured(255,0,0)
drawtext("#dr075nperc#      ",barindex-23,upperline) coloured(255,0,0)
drawtext("#dr050nperc#      ",barindex-22,upperline) coloured(255,0,0)
drawtext("#dr025nperc#      ",barindex-21,upperline) coloured(255,0,0)

drawtext("5.0%",barindex-1,lowerline) coloured(255,0,0)
drawtext("4.5%",barindex-3,lowerline) coloured(255,0,0)
drawtext("4.0%",barindex-5,lowerline) coloured(255,0,0)
drawtext("3.5%",barindex-7,lowerline) coloured(255,0,0)
drawtext("3.0%",barindex-9,lowerline) coloured(255,0,0)
drawtext("2.5%",barindex-11,lowerline) coloured(255,0,0)
drawtext("2.0%",barindex-13,lowerline) coloured(255,0,0)
drawtext("1.5%",barindex-15,lowerline) coloured(255,0,0)
drawtext("1.0%",barindex-17,lowerline) coloured(255,0,0)
drawtext("0.5%",barindex-19,lowerline) coloured(255,0,0)

drawtext("-5.0%",barindex-41,lowerline) coloured(255,0,0)
drawtext("-4.5%",barindex-39,lowerline) coloured(255,0,0)
drawtext("-4.0%",barindex-37,lowerline) coloured(255,0,0)
drawtext("-3.5%",barindex-35,lowerline) coloured(255,0,0)
drawtext("-3.0%",barindex-33,lowerline) coloured(255,0,0)
drawtext("-2.5%",barindex-31,lowerline) coloured(255,0,0)
drawtext("-2.0%",barindex-29,lowerline) coloured(255,0,0)
drawtext("-1.5%",barindex-27,lowerline) coloured(255,0,0)
drawtext("-1.0%",barindex-25,lowerline) coloured(255,0,0)
drawtext("-0.5%",barindex-23,lowerline) coloured(255,0,0)

drawtext("%",barindex-42,upperline) coloured(255,0,0)
drawsegment(barindex-21,lowerline-25,barindex-21,upperline+25)COLOURED(0,0,0)

if t = 1 then
drawarrowup(x,y) coloured(0,255,0)
endif

if t = -1 then
drawarrowdown(x,y) coloured(255,0,0)
endif

return upperline*1.05 coloured(0,0,0,0) as "-", -25 coloured(0,0,0,0) as "-"

Screenshot_3-1.png Distribution-Of-Returns-v1.1-1.itf