Just to avoid rejected stop orders in scalping strategies, is there any example just to close position in case stop order can't be placed? I mean, I work with 20 ticks stop, but sometimes volatility is huge and stop order is rejected. What would be a good approach to close those positions and strategy go on? I do have this problem in full speed playback but also realtime.
Any help or example will be welcome
Sincerely,
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