Where it’s failing is when during the same bar my entry order fills, then the stop loss level is hit, but the stop loss order never fires. See the attached chart for 10/23/2011.
During the 8:59 bar, after entry, the stop loss should have filled for a relatively minor loss. Instead, it went all the way to the close, turning what should have been a 31 tick loss into a 109 tick loss.
Any ideas what I’m doing wrong? Thanks!
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