Opening Gap Tracker: daily and weekend gaps with fill tracking, alerts and a CSV log - MetaTrader 5용 지표

GapTracker finds opening gaps on any symbol and timeframe: bars whose open is at least a chosen number of points away from the previous bar's close. Each gap is classified as a daily gap (the first bar of a new trading day), a weekend or holiday gap (the first bar after a pause longer than a threshold, 36 hours by default) or, if you ask for it, a plain bar-to-bar gap inside the day.

For every gap the indicator then watches the following bars and records when the gap is filled, that is when price trades back to the previous close: a gap up is filled when a later low reaches the previous close, a gap down when a later high reaches it. The gap bar itself counts, so a gap that is closed within its first bar is reported as filled after 0 bars. You can stop waiting after a given number of bars.

On the chart

• every gap is a filled rectangle from the previous close to the open, stretched to the bar that filled it, or to the current bar while the gap stays open;
• the size in points is written next to the gap bar, blue for a gap up and red for a gap down (the colours are inputs);
• a filled gap turns grey;
• hovering a box or a label shows the details: type, direction, size, previous close, open, fill time and bars to fill;
• only the most recent gaps are drawn (200 by default), so a long history does not clutter the chart.

The screenshot shows AAPL H1: the grey boxes are daily gaps that were filled later, the blue boxes are gaps up that are still open and therefore extend to the last bar.

Alerts

When a new gap appears in real time the indicator can show a pop-up alert, send a push notification to the mobile terminal and play a sound. The message carries the symbol, timeframe, type, direction, size in points, previous close and open. Historical gaps found when the indicator is attached are not announced.

CSV log

The file is rewritten whenever a gap appears or gets filled and holds one line per gap:

time, symbol, period, type, direction, prev_close, open, gap_points, filled, fill_time, bars_to_fill

It goes to MQL5\Files (or to the common Files folder) and is named GapTracker_<symbol>_<period>.csv unless you set a name. It is meant for research in a spreadsheet, for example how often the weekend gaps of your symbol fill within the first day, or how big a gap has to be before it stays open.

Use from an Expert Advisor

Two buffers are plotted as DRAW_NONE, so they appear in the Data Window and can be read with CopyBuffer:

• buffer 0: signed gap size in points on the gap bar, 0 on every other bar;
• buffer 1: gap type on the gap bar: 1 daily, 2 weekend or holiday, 3 bar.

The indicator deliberately has no input groups: a group header takes a parameter slot in iCustom and silently shifts every value an EA passes after it. Parameters are passed in the order of the inputs, for example:

int handle = iCustom(_Symbol, _Period, "GapTracker", 0, 50, 36, 5000); // scope, minimum points, weekend hours, bars to scan double gap[1], type[1]; CopyBuffer(handle, 0, 1, 1, gap); // gap size in points of the last closed bar, 0 = no gap CopyBuffer(handle, 1, 1, 1, type); // 1 daily, 2 weekend, 3 bar

Inputs

• Bars to check: first bar of every day (weekend and holiday gaps marked separately), weekend only, or every bar.
• Minimum gap size (points): smaller differences are ignored. A point is the symbol's smallest price step, so 50 points is 5 pips on a 5-digit pair and 0.50 on gold with two decimals.
• Pause longer than this = weekend/holiday gap (hours): 36 by default, which catches the Friday-to-Monday pause on every timeframe and a one-day holiday on D1.
• Bars to scan back: 0 scans the whole history.
• Track when the gap is filled, and Stop waiting after this many bars (0 = never).
• Draw gaps on the chart, Most recent gaps to keep drawn, Label each gap with its size, and the three colours for gap up, gap down and filled gap.
• Pop-up alert, Push notification, Sound and Sound file.
• Write one line per gap (CSV), File name and Write to the common Files folder.

Notes

• Gap detection happens on the first tick of the gap bar and never changes afterwards; only the fill status of an open gap is updated as new bars arrive.
• The day change is taken from bar times, that is server time. On symbols without a daily session break the "daily gap" is simply the difference between the day's open and the previous day's close.
• The indicator draws objects with the prefix GapTracker_ and removes them when it is detached.

Compiled with MetaTrader 5 build 6182, 0 errors and 0 warnings.