Has anybody had a similar experience to this! I attempt to trade the Australian Share Price Index and through a particular brokerage firm and no matter where I placed my stop loss order, ie, near or far, the market would always reverse and trade exactly to my stop, not a point above or a point below, knock me out of the trade and then reverse again and continue on its merry way. I started to smell a rat and promptly changed brokerage firms. don't know if this will do the trick as yet but would like to hear from anybody who has experienced a similar problem and what you did about it. regards, Averenajoe.