Support Board
Date/Time: Thu, 08 Oct 2026 16:33:59 +0000
Post From: NQ overnight gaps
| [2026-10-08 12:22:07] |
| User623444 - Posts: 1 |
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Hi everyone, I’ve been working on Mind The Gap, a quantitative research project using Sierra Chart to study how NQ overnight gaps persist and resolve. The first part of the research booklet looks at eventual fills, fast fills and longer-lived gaps across different gap-size categories. It is now available on the project website. Part 2 turns to the first RTH session: what happens when an overnight gap is still unresolved as regular trading begins? The attached chart introduces that question. In the historical booklet sample, 265 of 1,074 gaps remained unresolved at the first RTH open, with different proportions across the size categories. The counts beneath the bars show the sample behind each percentage. Some of the RTH research is already underway, but I thought this would be a useful point to invite input from other Sierra Chart users: What would you most like to understand about an overnight gap that is still open when RTH begins? Perhaps it is the distance between the opening price and the gap, differences between upward and downward gaps, or what happens to gaps that remain unresolved after the first RTH session. Specific observations or comparisons would be welcome. Member input could help prioritize additional questions for Part 2 and subsequent research, where the available measurements support a meaningful test. The aim is to describe historical behaviour and its limitations—not to start with a trading rule and look for evidence to justify it. The project and first booklet are here: https://mindthegapfutures.com Thanks, Arnoldas |
 Overnight Gap Survival by Category.png / V - Attached On 2026-10-08 12:14:54 UTC - Size: 1.19 MB - 8 views |