Gaps just reflect differences in valuation after more time than usual has passed between the former bar and the current one. You can also basically get a huge gap intraday between one trade and another if something triggered valuation to instantly change. If you will lose too much on an overnight gap then you are too highly leveraged and are at risk even intraday IMO. Remember price is simply the market's current valuation of the instrument. This will change even without afterhours/premarket trading or whatever.