I think gap has great impact on the system wether overnight system or intraday system for example the original trend is down but next day it gaps up the price movement deviates from original trend but after the gap up , the price drops down to a specific price then the system short 1 contract but at that moment,the price stops dropping it moves up........................ the market sideways under such situation,it is hard for trend following system I wanna find some ways to deduce the impact of gap on the system Is there any articles about the topic? thank you