The opening and closing auctions on the ASX are really confusing to me till now they work as expected but i have this situation sometimes since i am running 2 MRV systems on the ASX
So i want to Sell XYZ @ the Open so normally if XYZ is trading at 10 I will place Sell LMT order @ 9$ and sometimes i have signal for the other system to BUY XYZ LMT @ 9.3$
Sometimes i am imagining that I am going to fill myself (Ok it sounds stupid) but thankfully it never happened and every time the sell order is going in the opening auction and the Buy order is going during the trading day