_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();


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period = Param("Lookback Period", 250, 15, 500);
if( BarCount - period - 1 < 0 ) period = BarCount - 2;
bIsGapUp = ( L > Ref(H, -1) );		// Identify GapUp bars
bIsGapDn = ( H < Ref(L, -1) );		// Identify GapDown bars
for( i = 0 ; i < (BarCount - 1 - period) ; i++ )
{
	bIsGapUp[i] = False;
	bIsGapDn[i] = False;
}
PlotShapes(IIf(bIsGapUp, shapeSmallUpTriangle, shapeNone), colorBlue, 0, L, -12 );
PlotShapes(IIf(bIsGapDn, shapeSmallDownTriangle, shapeNone), colorRed, 0, H );
for( i = (BarCount - period - 1) ; i <= (BarCount - 1) ; i++ )
{
	dUpper = 0.0; dLower = 0.0; bFilled = True;
	
	if( bIsGapUp[i] == True )
	{
		dUpper = L[i]; dLower = H[i-1]; bFilled = False;
		
		for( j = i+1; j <= (BarCount - 1) ; j++ )
		{
						if( L[j] < dUpper )
			{
				dUpper = L[j];			
				
				if( dUpper <= dLower ) bFilled = True;
			}
			if( bFilled == True ) break;
		}
	}
	else if( bIsGapDn[i] == True )
	{
		
		dUpper = L[i-1]; dLower = H[i]; bFilled = False;
		for( j = i+1; j <= (BarCount - 1) ; j++ )
		{
			if( H[j] > dLower )
			{
				dLower = H[j];
				if( dLower >= dUpper ) bFilled = True;
			}
			if( bFilled == True ) break;		
		}
	}
	if( bFilled == False )		
	{
		pLine = LineArray(i-1, dLower, BarCount-1,dLower, 1);
		Plot(pLine, "", colorRed, styleDashed);
		pLine = LineArray(i-1, dUpper, BarCount-1, dUpper, 1);
		Plot(pLine, "", colorBlue, styleDashed);
	}
}
_SECTION_END();