FTB-C000461 / Financial concept

Gap-Aware Range Measurement

Gap-Aware Range Measurement includes spans from the previous close when measuring the size of a current OHLC bar.

Also known asdiscontinuity-aware range

Definitions

In plain terms

It prevents a narrow intrabar high-low span from hiding a large jump between the prior close and the new bar.

Technical

The contract must declare current high and low, previous-close basis, first-bar behavior, units, adjustment consistency, and missing observations.

Scope

It measures observed envelope size, not the unobserved path traveled inside the bar or future direction.

Examples

  • A reviewer traces Gap-Aware Range Measurement from aligned inputs through its first-ready row and edge cases before accepting a displayed value.

Common misconceptions

  • It measures observed envelope size, not the unobserved path traveled inside the bar or future direction.

Concept relationships

Where this concept is used

Evidence and governance

  1. True Range TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: TA-Lib leaves the first row unavailable; the local D07 contract explicitly uses a high-low fallback.

Reviewed by
fintech-builder-batch-009
Last reviewed
2026-07-30
Next review
2027-07-30
Record status
published