I try my code on demo fxcm server. How can I get rid of these empty bars (not seen during backtest) when the market was closed? An indicator will use these bars for the calculation which is not good. Sorry for the small screenshot, it was taken on GER30 but it is similar to any indices that the market is closed for the night but FXCM generates a bar with same OHLC. The problem is that it affects the indicators.