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Futures stop market orders execution logic during non liquid hours?

 

I'm having some trouble getting consistent paper-trading executions with stop orders and I cannot figure out the rhyme or reason behind it. Anyone have insights about the IBKR logic about what kinds of orders will adjust/trigger/fill during non-liquid hours?
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I see this page about futures stop orders: ?
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Details:
  • Setting up a set of orders as an OCA group
  • All orders are set to fill outside rth = True on the order
  • When placing the orders: This error is shown: "Warning 2109, reqId 9: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed"
  • This warning happens during all times of the day and my experience is consistent with this post /g/twsapi/message/40699 where if that is not set, no STP orders execute.
  • Ticked the box in ibgateway -> Presets -> Futures -> Allow orders to activated triggered filled outside regular trading hours
  • A stop order set as a stop loss: these seem to fill consistently?
  • A market exit order with a time condition: these seem to fill consistently
  • An adjustable trailing stop order: these seem to fill inconsistently. All last week, zero executions even though the price went far beyond the triggers & stops. However today, 1 order that did fill around 3am EST.
  • An adjustable stop order that adjusts to a profit level on a trigger: these seem to never fill.?
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I am trying to figure out the logic but due to the inconsistency, nothing makes sense.
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Questions:
  • I vaguely recall a discussion somewhere noting difference between execution of stop loss orders & other stop orders. Could this be why the STP order below my entry price seems to fill consistently?
  • Anyone aware of logic during non-liquid hours that may impact order adjustments and/or executions of stop orders?
  • Could the inconsistency in executions be simply related to the paper trading account? I've read that the IBKR paper account shouldn't be trusted aside from "am I pushing the buttons correctly..."
  • Maybe it's just related to the triggering logic and all the volatility last week? ?
    • From the doc: "Last must be within the bid/ask (i.e. >=bid and <= ask) or within leeway percentage outside the bid/ask (i.e. >=bid-0.5% of last and <=ask+0.5% of last). This 0.5% amount of leeway is subject to change at any time without notice"
    • If that's the case -- seems like bid/ask triggers are more reliable?
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I sincerely appreciate any insights in advance.

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