I'm making attempt #3, and it seems to be working for now. I've turned to using the version of ExitLongStop that uses liveUntilCancelled. And it's now working, in the sense that at the very least I get the stop order I'm looking for.
But this doesn't really solve the bigger question of OnBarUpdate() not being called in real time from a chart for time frames that I add, other than the primary time frame. Am I misinterpreting how multi-time frame code is supposed to function? (And how it actually functions in backtesting?)
EDIT: I've put together another dummy strategy with 30 minute bars, and confirmed that it *does* fire in real time with other time frames. So, whatever I'm doing... it's particular to me. I have no idea what the problem is, but it's back to the drawing board.
EDIT2: Okay, it looks like even my strategy is firing on all timeframes! I'm back to being baffled about stop order failure before... but whatever, for now, I'm sticking with "liveuntilcancelled".
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