I am working on alternatives to process price gaps when creating user-defined bars. The objective is to fill the gaps with artificial bars so as not to have discontinuity in the output series.
To this end it would be beneficial to define a new return code to bar() to achieve "close the bar now and, if there is no new price tick, call the bar function again immediately."
This would allow processing a gapped bar to continue while waiting for new ticks.
