We have been testing Sierra Charts through Infinity AT. We take a look at how to setup and backtest Gap Fill and Reverse in the Sierra Charts platform. We also like the historical market depth data that is available in Sierra Charts. We go over the charts for the historical market depth in the E-mini S&P and will be using this information to test some of the trading ideas we have based on market depth. If you would like a trial of this strategy, Contact Us.