Custom indicator for unfilled market gaps and retracement gaps

I desire a custom indicator that tracks two different types of gaps that have not been filled. Once the gaps are filled, the indicator should only show the net gaps that have not yet been filled. The indicator should indicate the gaps clearly (e.g. by use of arrows or whatever the developer may recommend).  

1)      Market gap is the first type of gap. This gap occurs if price opens well above or below the previous bar’s close.  

2)      Retracement gap is my terminology for the second type of gap. This gap occurs if either the high or low of a bar is not reached (within a pre-defined pip range) by the next but one bar. The next but one bar to the 01:00 hour bar is the 03:00 hour bar and the next but one bar to the 02:00 hour bar is the 04:00 hour bar. The following example should help in clarifying the retracement gap:-

-          High and low of 1.93450 and 1.93400 respectively at hour bar 01:00

-          Hour bar 02:00 closes at price of 1.93200.

-          High and low of 1.93200 and 1.93100 respectively at hour bar 03:00.

-          Pre-defined pip range of 3 pips. 

A retracement gap exists in the above example as price in hour bar 03:00 did not reach either the high or low of hour bar 01:00 plus or less pre-defined pip range of 3 pips (1.93450+0.0003=1.93480 or 1.93400 -0.0003=1.93370). In above example, the retracement gap actually comes into existence at hour bar 02:00 close price of 1.93200 and continues into the hour bar 03:00.