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Rejected Stop Order

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    Rejected Stop Order

    I've written a strategy that looks fine in backtesting, however in live trading the other day I had a stop order rejected. The message said invalid price of 616.6 (trading TF futures). The price looks valid to me, so the only thing I can think of is that the market was already below my stop price (I was long and the market quickly plummeted). However, I have a check in my code that should prevent this. Any idea why this would happen?

    Code:
    if (Close[0]>stopprice)
    	ExitLongStop(stopprice,"LS","LE");
    else
    	ExitLong();

    #2
    toptrader, you should check this off against the current bid / ask to avoid running into this issue.

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