When implementing a strategy via TS 8.1 with a "setstoploss" order, NT puts the stop order on hold, as it should, but then keeps adding subsequent stop orders on hols as time goes by and the strategy does not require the stop to be filled.
Then eventually, when the strategy calls forthe stop to befilled, NT will fill as many stops orders as it generated....
Result: if the original position was short , after the stop is called, instead of being flat, we'll be long by as many stop orders as were put on hold, except for the last one, which was the only real stop that the strategy needed.
Any ideas on how to prevent this from happening?
Tks, Pepe
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