I noticed a difference how the orders are submitted to IB: the Profit Target order is submitted as GTC, Fill outside regular hours allowed. The Stop loss order is submitted as GTC, Fill outside RTH disabled.
This leads to problems for backtesting and also in resuming the correct state when I restart my strategies (e.g. at the beginning of a new week). The strategy is being run in regular trading hours, but sometimes the Profit Target is hit during extended hours, and the strategy will not know about that, so it will start in the wrong state.
Is there a way to change how Profit Target orders are submitted? I want them to execute only in RTH.
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