Here is a simple code snippet to check for Gaps in the charts especially in the Daily and Weekly Charts. It looks for gaps which are opens out of the previous candle range and colors with yellow bar. It provides once shot visual access to check whether a the gap is filled in the particular stock/indices or not. And the nearest gap reference levels. However if you need to scan for the whole universe of stocks to identify the gaps then writing a amibroker exploration is preferred.
Visual Gap Lookup – Amibroker AFL Code