Do exchanges do this to protect one from using a bad price for the stop value ? If so, how could one protect against large gaps (down in this case) without knowing to use a plain market vs. stop-market order ?
In any case, is there a setting that can change this order-ignore behavior in NT, because for backtesting I'd like to make it behave as it would live (as opposed to bar-based), which would fill these orders as the price moved through the stop within a bar.
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