Weekend feed gaps and the history that never existed

[Amanhasnoname]

Some brokers close their feeds on Friday evening and reopen on Sunday. Others keep quoting thin prices through the weekend for certain instruments. The history recorded in each case differs, and so do the gaps.

When a platform merges the data across the break, the chart can show gaps that were never tradeable or hide ones that were. Indicators calculated across a weekend gap behave strangely on Monday morning.

Backtests suffer from the same problem. A strategy that trades the first hour of the week may be testing against data that included odd weekend prints or missing sessions.

Checking how the data handles the weekly boundary, and excluding the first hour or so from tests, avoids artificial results. Looking at a few raw Monday opens against a trusted source shows how far the broker's data departs from reality.

Even simple tools like a moving average can look distorted on a Monday until enough fresh bars form.

How are weekend gaps handled in charts and tests, and has Monday data ever misled a signal?