Avoid EA trading after GAP

[greif]

Because after gap some indicators behavior is not usable for EA decision, I use simple code to avoid EA trading after GAP. At params section of EA add:

extern int MinGapSize = 3;

extern int BackGapBars = 10;

.... add check of Gap before decision of trading

if (NotGap()) {

if (Trend>0) Buy=true;

if (Trend<0) Sell=true;

}

........ and this is fuction to check GAP bigger than MinGapSize inside last BackBGapBars:

bool NotGap() // check if there is not a gap at current position or BackGapBars back

{ bool result=true;

double GapPrice1=High[0];

double GapPrice2=Open[0];

double GapPoint = MarketInfo(Symbol(), MODE_POINT);

int GapSpread = MarketInfo(Symbol(), MODE_SPREAD);

for (int ii=0;ii<=BackGapBars;ii++)

{ if(Open > High + (MinGapSize + GapSpread)*GapPoint)

{ result=false; GapPrice1=High; GapPrice2=Open;}

if(Open < Low - (MinGapSize + GapSpread)*GapPoint)

{ result=false; GapPrice1=Low; GapPrice2=Open;}

}

if (!result)

{ string Suffix=TimeToStr(Time[0]);

if (ObjectFind("GAP"+Suffix)==-1)

{ ObjectCreate("GAP"+Suffix, OBJ_RECTANGLE, 0, Time[0], GapPrice1, Time[1], GapPrice2);

ObjectSet("GAP"+Suffix,OBJPROP_COLOR,SteelBlue);

}

}

return(result);

}

thats all. See the picture for bad behavior of indicators after gap .. oooh, I have not enough credits for uploading anything, so try it yourself

[greif]

function plots a rectanle for area not to trade, notice indicators behavior after gap: