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Exploiting overnight price discontinuities is a strategy employed by many seasoned traders to capture directional momentum that occur between market sessions. A discontinuity emerges when a security’s opening level is substantially above or significantly lower than the last known settlement, creating a distinct gap on the candlestick chart. These gaps commonly arise from unexpected profit reports, inflation figures, global crises, or extended-hours activity.

To trade gaps profitably, begin by classifying the gap you’re facing. There are three distinct categories: minor gaps, breakaway gaps, and reversal gaps. Common gaps typically surface in consolidation phases and are quickly closed. Breakaway gaps occur when price escapes a trading range and confirms a breakout. Exhaustion gaps appear near the end of a strong move and often indicate a trend reversal. Assessing the broader trend is essential to determine its likelihood of closure.

One widely adopted method is playing the reversion to the mean. Many traders believe gaps tend to close as market participants adjust to new information. If price surges above prior close, consider shorting with the expectation that price will return to the previous close. Conversely, if price opens substantially lower, look for long entries as price may recover to the prior level. Importantly, avoid premature entries—seek price action signals such as a engulfing pattern or a return to the gap zone.

Position sizing is critical. Always define your exit outside the gap’s range. For instance, آرش وداد if selling into an upward gap, position your stop above the gap’s high. Use risk-adjusted lot sizes aligned with your trading capital. Refrain from fading strong gaps that have already moved significantly without confirmation, as they are unpredictable.

Trading volume is another essential filter. A gap accompanied by high volume is more sustainable. Low volume gaps are frequently filled quickly. Monitor for surges in buying as price reaches the gap boundary, as this may signal renewed interest.

Also, factor in session timing. Gaps occurring during the core trading session, especially within the first 30 to 60 minutes, tend to be more reliable than those formed after hours. The early session often reflects institutional sentiment, while overnight gaps may stem from limited liquidity participants and are more likely to be filled.

Finally, maintain a trading journal. Record all your gap-based entries, including your trading thesis, your risk-reward parameters, and the trade result. Over time, you’ll refine your edge specific to your trading style. Not every gap will fill, and Many gap trades lose money, but with consistency, you can gain a statistical advantage in trading session gaps.