I've never looked into GRUSS too much but might give it a try, the problem would be I run other things through excel at the same time which might impact the bot running on there. I did however find Betextrader which seems to tick all boxes that i'm looking for, just need to give it a trial.

However on the weekend I did try just doing some trading manually and like Shaun has suggested it almost seems like at the jump prices go out a little for all runners until things start to settle and then the market reacts.

Like you've said Shaun, any stop loss would likely be triggered at this point unless there is a sufficient gap and at that point it potentially isn't helping you stop the losses anywhere near as efficiently as it could.

Would definitely take more trial and error with the settings for a while I'd say before finding the right mix and thats even if what i'm thinking of doing provides profit.