Long time ago in a game far far away called Everquest, I controlled the terrorantual silk market on my server. I was only able to do this because I had a source of the mats that 99% of the people did not. If it wasn't for being able to farm 5 silks for every one I bought below my set market price, this would not have worked at all.

Today was something interesting in the Frostweave market on my server. Alliance side there were around 5 stacks of cloth in the 60g range. People were barking in trade for cloth in the 20-60g range. Horde side had some 150+ frostweave auctions in the 12-20g a stack range. In about 30min worth of buying on the horde, selling to through the neutral AH and reposting on the alliance side. I was able to make a quick 1200g.

When I did this, I did not worry about any sniper bots because I had plenty of cash on both factions. Buy for <20. Sell for 30 on the neutral and sold for 60 on the alliance side. If I had been sniped, I still would have made coin.