My case is not very different.
In Live market as well as in Playback mode I get the error on exit with SetStopLoss.
the order is rejected.... buystop or buystoplimit can't be placed bellow the market.
my setstoploss are placed inside the OnBarUpdate
without bothering you too much..
what would be the best approach to handle this ?
RealtimeErrorHandling ? and if the stop loss is filled then cancel all orders and go flat ?
thanks
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