Adjusted chart for backtesting

Hi there, this is my first thread here.
I am from Brazil and i currently trade stocks and options.
To give you guys some background, I trully believe in mechanical systems validated by backtesting either via software ( wealth lab) or manual (excel).

So i am doing my homework and studying a bit more about futures and my first question is: I would like to develop a short trend following system to use here in Brasil Stock Market index (which shares exactly the same rules as the US indexes). So my main concern is the use of adjusted chart (gaps "removed" between each contract) for doing my backtests.

How do you do?

Thanks a lot.
Fellipe