I was wondering what others do in this situation..... I trade futures using a couple of indicators, though its mostly just trend following. Here is my question, when I set up my trades, I use the highs and lows for the prior day in the open auction session to set up my entry and to place my stops... ie going long I wait for the previous sessions high to be broken before initiating a trade and then place my stops just below the previous lows.... Here is where I get caught up though, a lot of the time, prices on futures break the high or low from the open auction overnight electronically. I don't place trades overnight because the lack of liquidity kind of scares me, but I am also missing a ton of trades. A lot of the time by the time the auction markets open, the security has moved significantly past my entry point, and I don't initiate the trade. Do any of you guys have this issue or any ideas? I would appreciate any feedback. Thanks