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Weekend holding policy varies by firm, instrument, and account stage. The rules matter most for swing traders + multi-day algos; scalpers rarely hit weekend exposure.

Firm-by-firm policy

The gap-risk problem on trailing-DD firms

A trader holds USDJPY over a weekend on a FundingPips Zero account. The Friday close is 150.40 with the account balance at 108,000(trailingDDfloor:108,000 (trailing DD floor: 102,600). Sunday-evening reopen, an unexpected BOJ statement gaps USDJPY to 149.50 — 90 pips against the position. At a 0.5-lot size, that’s a 450loss.Thenewclosedbalanceis450 loss. The new closed balance is 107,550. The trailing DD floor is unchanged (it only moved up on prior peaks, doesn’t move down). But the operator’s account is now $4,950 above the floor — uncomfortably close. Worst case: the gap is large enough to immediately breach the daily-loss cap on Monday open. FundingPips’ 3% daily cap on 108kis108k is 3,240. A 90-pip gap on a 1.0-lot USDJPY position (900loss)isfine;a90pipgapon4.0lots(900 loss) is fine; a 90-pip gap on 4.0 lots (3,600) breaches the daily cap on Monday.

Swap cost math

For multi-night holds, swap is a real cost. Typical EURUSD long swap on a prop-firm broker: 2to-2 to -5 per night per standard lot. Triple-swap Wednesday night (banks settle Friday for spot-FX, so Wednesday→Thursday gets 3 nights of swap). A 5-day swing on 1.0 lot EURUSD pays 2020–40 in swap, against a typical 30-pip move = $300 profit. Swap eats 7–13% of the gross. Some firms (Apex on futures contracts) don’t have swap because the instrument settles overnight without rollover.

Operational planning

Three workflows for swing traders:

1. Close-and-reopen (most common)

Flatten Friday afternoon, reopen Sunday/Monday at market price. Accepts the loss of Friday-close-to-Monday-open profit drift; eliminates gap risk + swap cost. Conservative; most swing systems use this.

2. Hold-with-tight-stops

Keep position open through weekend with a stop-loss tightened to 1.5R of typical gap risk. Captures Friday-to-Monday drift on the upside; bounded loss on the downside.

3. Hedge into the weekend

Open an offsetting position on a correlated instrument (long EURUSD + long DXY, for example) to flatten directional exposure across the weekend. Costs spread on both positions; eliminates gap risk.

How Glitch Executor encodes this

The Strategy IR has a schedule.weekendFlat boolean (default true). When true, the compiled cBot/EA closes all open positions by Friday 16:00 EST and refuses new entries after Friday 12:00 EST. Combine with schedule.holidayFlat to avoid holding through known market holidays (US Independence Day, UK Bank Holidays, etc.) where the same gap-risk logic applies.

What this rule is NOT solving

It’s not solving “I want to hold positions for weeks.” Multi-week holds at any prop firm are dominated by either swap costs or by the eval-stage time limit (where present). Long-term strategies belong on self-funded accounts, not prop challenges. See related: drawdown math, payout cycles, news blackouts.