Do gaps at the 1-minute open mean anything?
Posted: Tue Oct 27, 2026 5:08 am
Look at an M1 chart right after a quiet period and tiny gaps appear between candle close and the next open. Sometimes there are a few points, sometimes several pips.
Most of the time they reflect spread changes or a thin moment in the feed, not real information. But after a weekend or a long news pause, gaps can reveal something about positioning, and traders try to fade or follow them.
The trouble is that results depend heavily on the broker's feed. A gap on one broker may not exist on another. A strategy built on gaps tested on a single feed can fall apart on a different one.
If gap trading interests anyone, a good first check is to compare the same session across two brokers and see how many gaps match.
Candle-to-candle gaps in a five-digit feed are mostly the bid price jumping across a spread change. A widening of 1 pip at the close of a candle shows up as a 1 pip gap on the next open. That alone explains a large share of "gap" setups that look promising in tests and vanish in live trading.
Has anyone built a rule around opening gaps, and did it survive a switch to a different broker or data source?
Most of the time they reflect spread changes or a thin moment in the feed, not real information. But after a weekend or a long news pause, gaps can reveal something about positioning, and traders try to fade or follow them.
The trouble is that results depend heavily on the broker's feed. A gap on one broker may not exist on another. A strategy built on gaps tested on a single feed can fall apart on a different one.
If gap trading interests anyone, a good first check is to compare the same session across two brokers and see how many gaps match.
Candle-to-candle gaps in a five-digit feed are mostly the bid price jumping across a spread change. A widening of 1 pip at the close of a candle shows up as a 1 pip gap on the next open. That alone explains a large share of "gap" setups that look promising in tests and vanish in live trading.
Has anyone built a rule around opening gaps, and did it survive a switch to a different broker or data source?