I never had this scenario, as I used the stop loss order as a parabolic trailing stop and it always was my exit order. However, I'm almost sure that you have to cancel the stop loss order as soon as the exit order of the strategy is filled. IB does not relate your exit order to your pending stop loss order in any way.
Another possibility would be to identify the stop loss order as the member of an oca-group, e.g. order.m_ocaGroup = "myOCAgroup" Now when issueing the strategy's exit order, assign to it the same oca- group. oca means "one cancels all", so that if one of the two exit orders is filled, the other will immediately be cancelled by IB. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
