Reason I ask is because when I run strategies that use EnterLong() or short for example, I never see issues.
However if I'm on-demand entering orders with Buy Mkt/Sell Mkt with an ATM selected (take profit and stop loss), that's the only condition when I see errors or performance issues, such as the lines going orange and bugging out, and unable to close trades from NT and the provider, etc.
So is there an actual technical difference that could mean the difference in performance? Like is a different path taken by the software when a Strategy enters, versus when the trader manually enters via Chart Trader? is there any possible way that strategy/coded entry could be superior in performance and reliability?

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