It'll be impossible to program for that. That data isn't published untill too late, it would mean rolling back transactions, or reducing the amounts. All a serious nightmare to code for.
We took all shares that trade less than 16 times a dayout of the competition, and there's a 15 minute delay in pricing so it get's updated to the real price. Could it be that you're just a great trader?
How does your real life portfolio look?