Price gap

gap is true on bars where the open is meaningfully separated from the prior close. Use it to filter for rare crypto gaps after maintenance windows or rebrands.

Shape

{ "type": "gap", "direction": "up", "gap_pct": 0.5 }

Params

• direction - up, down, or any.
• gap percent - minimum gap size as a percent of the prior close.

Usage

• Gap-and-go: enter with the gap when gap percent exceeds a threshold and volume confirms.
• Skip filter: refuse to take certain setups on gap bars.

Pitfalls

Crypto rarely gaps. This condition is mostly a no-op on 24/7 spot/perp markets.