Does anyone have an approach for dealing with the volatile...

Does anyone have an approach for dealing with the volatile opening gaps our market experiences after a strong overnight move? It clearly, happens more to our market than others.

My approach simply demands I act if it generates a signal but I do personally find it annoying, particularly when I feel I have to chase the price to get into a position. It keeps reminding me that its good to diversify out of our local market, possibly into the 24 hr markets. I found the US markets more 'fluid' for the short spell I lived there.

Thoughts much appreciated.