For non-Forex, please enable Session Times such that gap detection & filtering can be used. Right now, session time is only for when trades can be placed. Indicators and daily high/low/open/close are not calculated on the session time. For example. SPX has gaps all the time between closed[1] and opend[0], but in @ES you won't find very many. Enabling proper session time for @ES would allow gap detection to more closely reflect what SPX is doing on market open/close.
Backtesting engine is using data adjusted for session time for all calculations. Indicators and daily high/low/open/close prices are calculated based on the session time