Cope with GAP

 
I backtest my EA and notice this small little thing that does not happen very often, often only during monday open
I notice the GAP will actually accelerate the calculation of moving average and any other indicators making a false signal.

How do you deal with this GAP?
 
have you though of not placing any trades during certain market hours?, i dont like to trade at all until the London session opens early monday morn.
 
Delay several bars if abs(prevClose-newOpen) > D*ATR alternately HH(n)-LL(n) > D*ATR
 
WHRoeder:
Delay several bars if abs(prevClose-newOpen) > D*ATR alternately HH(n)-LL(n) > D*ATR
Hi,

What is your D * ATR Value?