The Gap indicator works best on intraday charts
1. Add to your chart and set it up
2. Open "VWAP Gap Indicator" settings
3. Change source to "VWAP"
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.