Session Gap Fill

Session Gap Fill watches the handoff between trading sessions. Whenever a session opens away from the previous session's closing price, it marks a bullish gap (open above the prior close) or a bearish gap (open below), then follows each one to record whether price returns to that prior close - the gap-fill event - or leaves the gap standing. What emerges is a statistical picture of how your market treats its opening dislocations.

How to Trade the Session Gap Fill?

• Filled vs unfilled: a quick fill shows the market rejecting the new opening prices, while a gap that stays open signals acceptance of the sentiment shift it expressed. The reaction, not the gap itself, is the information.
• Overlapping vs non-overlapping: overlapping gaps - where the new session's first bar shares price levels with the prior bar - behave differently from clean breaks, and the Gap Type filter lets you study each population on its own.
• Dashboard columns: Gaps (bullish vs bearish share), Filled (fill rate by direction), Reversed (how often a filled gap turns back in the gap's original direction), and Bars Avg. (typical bars until fill).

Session Gap Fill Settings

• Gap Type: analyze all gaps, overlapping only, or non-overlapping only.
• Dashboard / Position / Size: toggle the statistics panel, place it, and scale it.
• Style toggles: visibility and colors for filled bullish, filled bearish, and unfilled gaps, plus the Max Deviation Level and Open Price Level overlays.

Frequently Asked Questions

How exactly is a gap detected?

Can the statistics tell me which gaps to fade?

Is Session Gap Fill free to use?