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I'm not too sure about "no gap range bars" but I can tell you this. You may already know it. What I do is just set my session template to ETH. That will make it to where their are no gaps.
NoGapRangeBars are a slightly modified version of NinjaTrader's Range Bars.
In NinjaTrader's Range Bars, the Open[0] of each bar equals Close[0] at the open of each bar.
In This version, the Open[0] of each bar equals Close[1] at the open of each …
