Recent content by Don500

your system would say you had sold at 6184 and you were quids in, but in reality, if you sold on Mon morning, you would be filled at 5500 (or wherever mkt was). Take it to extremes.....why not buy on stop 1pt above close, and sell on stop 1 pt below close, and then you MUST win unless mkt...

I don't see how can guarantee trading yesterday's close on the open of today. If FTSE closes tonight at 6200 (cash), then the Dow drops 800 points tonight, war breaks out in the Middle East on Saturday, the Nikkei falls 1500 on Sunday night, are you saying that you can still sell FTSE on 6200...

There is a flaw in using the Cash FTSE rather than the Futures (or SB) price. On Cash FTSE (as you said earlier) the Open is always the same as last night's Close.....but that doesn't mean you can trade the futures equivalent at that price. eg say Cash closed at 6200 last night Cash...