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The short answer is "yes, you can.". Now, how you would do it, and the actual questions might take some explaining.
I'll save the lecture on the difference between sequential and categorical color palettes. In simple terms, you should use sequential palettes for Measures and Categorical palettes for Dimensions.
Now, if you wanted to simply create a custom color palette for a sequential palette, say you know you have five color steps, want five sequential colors BUT do NOT need to manually/custom determine the step ranges, I'd say go here / read this KB, create a custom sequential palette, apply that to your map and you'll be in business: Create a Custom Color Palette | Tableau Software
BUT WAIT! You specifically say you want to be able to manually determine the step ranges and colors yourself, right?! Ah ha.. Then what you want to do is to create a Dimension (we call these KPIs) that allow you to set a custom Categorical color palette. In doing so, you can create what we call "custom bins" to determine the color steps. But would probably actually use a more continuous color palette showing variations of one hue?
There is an example workbook attached showing 3 scenarios. I've also attached the modified Preferences.tps to show how i constructed the custom color palette.
If this answers your question, or at least was helpful, please mark it as such so others can find it.
You might have a lot more questions, there is a lot I did not detail here, but hope you can figure out by 'reverse engineering' the sample workbook. Otherwise, post up any questions you have in this thread.
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