gap

// Price gap between consecutive bars: the open beyond the previous bar's range or close, size in ATR of the previous bar, every open gap with its filled fraction, closing as an event
// Defaults of "gap" (see the indicator reference)
let params = HashMap::from([
    ("atr_len".to_string(), 14.0),
    ("max_bars".to_string(), 100.0),
    ("min_atr".to_string(), 0.0),
    ("reference".to_string(), 0.0),
]);
let mut indicator = build_checked("gap", &params)?;

for bar in &bars {
    if let Some(output) = indicator.on_bar(bar) {
        // output.value, output.extra[...], indicator.alerts()
    }
}