What you attached is NOT an indicator, it’s just the PRT platform that draws candles in a Three-Line-Break style (just like you can do with Renko styles, HA style,…..).
Three Line Break is actually a trading system.
According to this system there are many “holes” in a chart due to the fact that not all candlesticks are plotted (see https://www.prorealcode.com/prorealtime-indicators/reversal-signal-threelinebreak/ to see a sort of caomparison between Japanese Candlesticks and the Three Line Break chart).
The indicator posted here, which just plots lines, as you can see from my attached pic (cyan box) outlines missing candles before there’s a move.
As you can see in the upper chart (both mini CadJpy, h1), displaying Three-Line-Break candles set by the platform with the price properties, misses candles from 15:00 (3pm) to 01:00 (1am) as outlined with the rectangle plotted on the lower chart.
So, to recap, you CANNOT leave holes on a chart, but PRT can!
You can still apply the posted Three-Line-Break indicator to a Three-Line-Break chart.
I suggest that you use the same chart displayed twice to spot real movements, compared to the Three-Line-Break ones.
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