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I'm flat every evening, so I never paid attention to the weekend holding rules on prop accounts. Then a trade I'd meant to close on a Friday afternoon was still open at 20:55 London because I'd been called away, and I realised I didn't know what my firm's rule was.

What I found when I read the terms of three firms:

• One banned holding over the weekend on the standard account, with a "swing" version of the account that allows it under slightly different conditions.
• One allowed it but closed positions automatically a few minutes before the Friday close, at whatever price was available.
• One allowed it without restriction but counted the Monday gap against the daily drawdown, which can be brutal on a gap.

The automatic close is the one that worries me most. Spreads in the last minutes of Friday are often wide, so a forced close there can cost several pips more than a normal exit.

My fix is simple: a hard alarm on my phone at 19:30 London every Friday, and an EA rule that closes any open position at 20:00 on Friday.

Do others know the exact weekend rule of their firm? It's one of those clauses nobody reads until it matters.

Everyone knows Wednesday carries the triple swap charge. Fewer people notice what it does to the quoting around that hour. Because the value date jumps over the weekend, the swap points embedded in forward prices are bigger, and some brokers let that bleed into how they quote the rollover window.

On Wednesdays, the widening can last longer and look messier than on other days. Some feeds show a brief one-sided quote, where the ask moves and the bid stays frozen for a few seconds.

Anyone running a scalp that intentionally spans the rollover to collect positive carry should check the numbers first. Triple swap on a tiny position looks like pennies, but the spread cost on entry and exit can easily outweigh it.

Then there's the flip side. Holding a position with negative swap through Wednesday rollover costs three days of financing for a trade that might only last four minutes of the bar.

A quick habit worth having: look at the swap table on the platform and compare it to the actual cost of the average spread during the rollover hour. They rarely get compared, and the gap is often surprising.

Anyone logged Wednesday rollover quoting against a normal day on a live account? What did the difference look like?