Question for people who have built their own trading platform: How do you handle the overnight gaps when you calculate your intraday indicators? Do you just load the previous day bars at the beginning of the session? If so, do you include pre/after market data? Or you start from the beginning of the session and wait for the number of bars needed to calculate your indicator? This is fine for 1 or 2 minute bars but it won't work on longer intervals. Thanks!