Lemrin

Data Gap Detection

This simple script checks for data gaps in an intra-day TradingView chart. I have found that BitMEX 1-minute data is coming in rather holey lately, so I wrote this just to see how prevalent the problem is. It should work on any intra-day timeframe, not just 1-minute.

V1: initial release.
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Commenti

Just closing the loop, this is not due to a data problem with TV's feed; rather, TV only display bars for which there was a trade, so on 1-minute charts, if there is no trade, the bar for that minute will not be plotted. Using this code, then, is a key part of making any time-critical script robust, since you cannot simply rely on minute==0 or something similar.
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