i developed a strategy which operates on a daily timeframe on a european market.
I use the SetStopLoss() command to set my exit level, if i open a position which stays open overnight, in the morning before the market opens i get my stoploss canceled and this line in my log:
6/20/2012 6:38:08 AM,Order,Order='173064694/DU117982' Name='Stop loss' New state=Unknown Instrument='FGBL 09-12' Action=BuyToCover Limit price=0 Stop price=141.55 Quantity=18 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='',
is there something i'm missing to keep my stop levels valid overnight?
Thank you, kind regards.
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