Quote from: Rannasha on January 19, 2014, 10:50:18 PM

In regular stock markets this is even more obvious as the markets are only open for part of the day and developments after market close can make the next days open considerably different than the previous days close.

I think this is different than interval to interval close-opens. The trades that accumulate when the market is closed is dealt with the opening cross. However I believe candles are supposed to line up with either the top or bottom depending on the trend interval to interval.

It seems to me method 1 would be more accurate and a time average seems more natural to me than discrete jumps.