Not too many range-bar traders know this ... when backtesting or trading range bars, be aware that when there is a price gap (e.g. over the weekends or holidays) some charting platforms will fill the gap with phantom (non-existent prices) range bars; so if you think you have a stop loss or an entry based on your system strategy at such prices, your backtest would not be accurate, or your real trade entry or real trade exit would be filled at a price very different from the phantom bar prices.
One way to tell if bars are phantom or not, plot volume indicator for the bars, and see if the bar has zero volume traded.
