Gap Fill
Strategy

Most gaps fill within the same or next session. Trade the reversion back to the previous close when a gap shows signs of rejection.

Gap Trading5m, 1H2:1 R:RModerate

67%

Fill Rate

1.8:1

Avg R:R

3-5

Trades/Week

Rules & Configuration

The full rule set, required indicators, suggested configuration, execution flow, and performance parameters for the Gap Fill Strategy setup.

Most gaps fill within the same or next session. Trade the reversion back to the previous close when a gap shows signs of rejection.

Indicators Used

Gap DetectionVWAPVolume

Rules

📈 Gap Down Fill (Long)

📉 Gap Up Fill (Short)

67%

Fill Rate

1.8:1

Avg R:R

3-5

Trades/Week

💡 Pro Tip

Common gaps (within a range) fill 70% of the time. Breakaway gaps (from key levels) only fill 30% of the time. Know which type you are trading.

What is the Gap Fill Strategy strategy?

Most gaps fill within the same or next session. Trade the reversion back to the previous close when a gap shows signs of rejection.

What's the pro tip for trading Gap Fill Strategy?

Common gaps (within a range) fill 70% of the time. Breakaway gaps (from key levels) only fill 30% of the time. Know which type you are trading.

What indicators does the Gap Fill Strategy strategy use?

The Gap Fill Strategy strategy uses the following indicators: Gap Detection, VWAP, Volume. These can be configured directly in AlgoBars AlgoBuilder.

What timeframe works best for Gap Fill Strategy?

The Gap Fill Strategy strategy is best traded on the 5m–1H timeframe. This can be adjusted based on your trading style and market conditions.