I think NT8 b8 has a bug with exit on session close. It doesn't raise OnExecutionUpdate event for stop and target orders though they are closed together with the position. So the code:
if ((stopOrder != null && stopOrder == execution.Order) || (targetOrder != null && targetOrder == execution.Order)) { if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled) { stopOrder = null; targetOrder = null; } }
Could you check that please?
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