At a friend's suggestion, I tried this workaround:
- Set the chart for HLC bars. Make the closing tick as thin as possible and a match for the chart background color in Format Intrument => Style => Chart Style. This will make the closing tick mostly invisible, but it still cuts visible notches in the bars.
- Add a 1-period SMA to the chart, and set the color the same as your bars, and set the plot style to dots. This dot covers up the notch that the closing tick made.
Strangely enough, this is the same workaround I suggest to people that want HLC bars on NT (You use HL bars and add a visible 1-SMA to the chart for the closing tick!)