My strategy submitted a long entry today via EnterLongStopLimit for ES futures. The stop level in the submitted order was 1930.25 and limit was 1931. That same very second when the order was being executed the market moved to 1930.5, and my order was rejected, because the stop level was already below the market. Is there any way to make this order still execute. I do not care if I go long a tick or two higher.
Thanks,
redduke
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