Missing Candles- Solution?

When a broker disconnects you for 5 minutes and then reconnects, our MT4 charts will not fill in the 5 missing candles ( M1 TF). When this happens, it is very hard for us to even notice, let alone fix the problem.

I'm looking for two solutions,

First, would be an EA, or Ind that alerts us when there are missing candles

Second, would be to coding logic that tells out EA that " hey, we have missing candles, Do not calculate data until we fill in the gap. or what until enough new candles are created to begin our processing again.

a simple

if ( BARS > 100) is not sufficient here. We would have to run a loop that checks Time [] and # of candles within x amount of Time.

in the attached image, you will see the last Time stamp of the last candle before the disconnect, then a Vertical line displaying the 5 minute hole. I'd suspect that Brokers do this, to mess up our indicators for our EA's.

since mt4 actually produces the gap the communications protocol between client and server must include data specifying how many bars away the new data being sent is from the last known piece of data your client mt4 currently has. in this way your mt4 knows to create the bars but leave them blank as a gap to be filled. it's odd that your chart has updated so many bars past the gap without filling it in. seems like something is broken there.

you would have to be able to capture the o/h/l/c/volume data of the missing bars when such an event happens to truly know how to detect this happening....

that said, i'm confident you could simply test if volume < 1 on any bar to see if it has been populated with data or not. similarly i'm guessing the o/h/l/c data would be set to zero. i'd go with volume though since it's the most obvious and logical value to test.

just keep tabs of the time value of the bar you have happily processed up to, then each tick or each new bar or whenever you do your EA logic to do whatever it is that it is meant to do you simply start at time[0] and step backwards testing each bars time value until you find a bar whose time value is equal to the value you previously stored. this bar is where you were up to. step forward from there to check if the volume of subsequent bars is valid or not, update your time value for whatever bar you get up to (either the current bar or wherever you detect a gap), process your logic if applicable, wash rinse repeat.

really, the only difference between this method and what most people do is most people base their calculations from bar zero, whereas what i mention above has you maintaining a bookmark of where you are up to and you simply don't proceed to process further bars until there is valid volume indicating a non-gap in data.

creating a basic alert would be as simple as checking what bar you are currently stuck at. if it's anything other than bar zero then you know that there is something missing since mt4 has received information to move to a new bar but has yet to receive data for a previous bar. then you just spit to file, or popup alert, or print or comment or whatever.