Quite right. That could be the main issue critically affecting the potential of weekends trading. Holding any positions over weekends would be also very risky in general. Only finding a viable strategy and trading with a reliable firm would probably make weekends trading a worthwhile trial.
http://www.elitetrader.com/vb/showthread.php?s=&threadid=58195&perpage=6&pagenumber=27 The above view is the same new direction I'm currently studying/ testing.