Hi Patrick. I think the order isn't filling because the STP LMT order's LMT price is too high.? The LMT price normally will have to be lower than your STP price for this order to be triggered. Can you display both the LMT price and the STP price? Since these are STP LMT orders rather than STP orders, they will only trigger after going below the Aux price but will still require them to be above the LMT price. You may want to just have an STP order instead to guarantee an exit. Let me know your thoughts.