SF340 FLIGHT CREW EXECUTES A MISSED APPROACH AFTER RECEIVING ONLY TWO GREEN GEAR INDICATIONS ON APPROACH; DURING THE PUBLISHED MISSED APPROACH THEY OVERSHOT THE ALTITUDE BY 400 FT.

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UPON SELECTING FLAPS 20 DEGS AT APPROX 2400 FT; THE CONFIGN HORN WENT OFF. WE SAW THAT WE HAD ONLY 2 GREEN INDICATIONS. THE PF CALLED FOR A MISSED; 'SET PWR FLAPS 7 DEGS.' THE PNF EXECUTED THE PROC AND TOLD TWR WE WERE GOING MISSED. TWR GAVE US 'FLY THE PUBLISHED MISSED.' THE TWR THEN ASKED IF WE WOULD RATHER JUST STAY IN THE PATTERN OR GO TO THE VOR AND HOLD. WE ASKED FOR VECTORS TO WORK ON A PROB. HE CLRED US TO 3000 FT AND HDG 160 DEGS. DURING THE MISSED (BEFORE WE GOT THE VECTORS) OUR ALT WAS OFF BY APPROX 400 FT. WE THEN WENT TO AN AREA TO RUN THE QRH. THE CAPT XFERRED FLYING DUTIES TO THE FO. THE CAPT THEN RAN THE QRH FOR GEAR DOWN UNSAFE CONDITION. AFTER COMPLETING THE QRH; THE CAPT CONTACTED MAINT CTL AND DISPATCH AND INFORMED THEM. THE CAPT THEN CONTACTED THE FLT ATTENDANT AND MADE AN ANNOUNCEMENT TO THE PAX. THE CAPT INFORMED THE FLT ATTENDANT THAT THIS WAS MOST LIKELY NOT AN UP GEAR; BUT THAT SHE SHOULD PREPARE THE CABIN AND HAVE THE PAX PREPARE TO BRACE. WE DECLARED AN EMER AND ROLLED THE TRUCKS. AT 200 FT; THE PNF MADE THE BRACE CALL. WE LANDED UNEVENTFULLY AND TAXIED INTO THE GATE. WE WERE UNUSUALLY HIGH TO START A MISSED APCH AND ALREADY AT THE MISSED APCH ALT. THE PNF POINTED IT OUT AND THE PF BEGAN A DSCNT BUT THE TWR CTLR IMMEDIATELY CLRED US TO MAINTAIN 3000 FT. WHEN WE HAD THE GEAR EMER AND THE CTLR CLRED US TO GO MISSED AS PUBLISHED; THE PF CALLED 'SET PWR FLAPS 7 DEGS' AND INITIATED A CLB. SINCE THIS HAPPENED AT ABOUT THE MISSED APCH ALT; WE CLBED THROUGH THE CHARTED ALT IMMEDIATELY. THE BEST THING TO DO WOULD HAVE BEEN TO ASK FOR VECTORS AND ALTS SO THAT WE COULD RUN OUR CHKLISTS.