He encontrado este curioso indicador : https://es.tradingview.com/script/gyqt5Q3p-Gap-Gain-Test-V1-0-by-overratedtrader/ 

He hecho este intento de adaptación para la plataforma Prorealtime , ¿alguien puede corroborar que es correcto o hay que modificar algo?

REM GAP GAIN TEST
//created by @overratedtrader for the Tradingview platform
//translated for platform Prorealtime by bolsatrilera
// Look at the 20 MA to gauge likelihood of stock following its up or down gap.
// - if above the 20 MA, follow the gap direction
// - if below the 20 MA, take counter trend trade

// If stock gaps up AND closes higher than it opens, that gain % (close/open) is colored green and if stock gaps down and closes lower than it opens, that gain % (close/open) is colored green

// Conversely if the stock gaps up BUT closes lower than it opens, red and if a stop gaps down but closes higher than it opens, red.

if open>close[1] then
gapUP= close/open
else
gapUP=1
endif

if open<close[1] then
gapDOWN= close/open
else
gapDOWN=1
endif


gapUPgain = (gapUP -1) * 100 //percent gain for the day
gapDOWNgain = (gapDOWN -1) * 100  //percent lost for the day

totalgain = gapUPgain  - gapDOWNgain

if totalgain >0 then
r=0
g=128
b=0
elsif totalgain= 0 then
r=0
g=0
b=0
else
r=255
g=0
b=0
endif

//Arnaud Legoux moving average
// Window = 20
// Sigma = 85
// Offset = 0.6
 
Price = totalgain
 
m = (Offset * (Window - 1))
s = Window/Sigma
 
WtdSum = 0
CumWt  = 0
 
for k = 0 to Window - 1 do
Wtd = Exp(-((k-m)*(k-m))/(2*s*s))
WtdSum = WtdSum + Wtd * Price[Window - 1 - k]
CumWt = CumWt + Wtd
next
 
alma = WtdSum / CumWt

return totalgain coloured(r,g,b)style(histogram)as "%Gain",alma style(line,2)as "alma"