The reason that I ask is because there don't seem to be enough cancels / order submissions. For example, for some trades that last the good part of a day for a 15 min strategy, there is only the SellShort order that is considered "filled" in the "state" column and it does not list any orders that were cancelled or modified before the BuyToCover order that is also considered "filled". However between the two orders there are quite a few orders that should have been submitted as the trailing stop moved down as the lowest highs since entry moved down.
Can anyone help?
Thanks in advance.
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