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Do you have an example? I've used IB for years and not seen the behaviour you describe ( though I've encountered plenty of other weirdnesses)
Best wishes,
M
On Wed, 22 Jun 2022, 19:09 Jenzi, < jzip@...> wrote: Sad, but still true.
I've seen this behaviour in paper trading, where you can actually specify the trigger method in TWS settings, and during live trading, where the stop order is getting handled by the exchange.
When the market gaps over the stop trigger point, the stop order will not get executed. The stop order will just stay there for hours, while the price is well beyond.
Absolutely no way trusting this system.
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Just from yesterday and today.  
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If you're using LIMIT stops, that's how they behave. If the market suddenly leaps over or below your stop, it's marooned. Try using a TRAIL and monitor it closely.
On Thu, Jun 23, 2022 at 10:09 AM Jenzi < jzip@...> wrote: Just from yesterday and today.
 
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Does this behavior occur in live trading, or just paper trading? Per IB own docs (and every other broker I've ever used) a stop-limit "is an instruction to buy or sell limit order when the stop trigger price is attained or penetrated." The thought that this wouldn't trigger and become marooned if it jumps below is confusing to me, because there shouldn't be any condition in which that would occur if I'm understanding this issue correctly?
If you're using LIMIT stops, that's how they behave. If the market suddenly leaps over or below your stop, it's marooned. Try using a TRAIL and monitor it closely.
On Thu, Jun 23, 2022 at 10:09 AM Jenzi < jzip@...> wrote: Just from yesterday and today.
 
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Apologies if I'm being slow, the image shows two ES brackets, both of which have triggered stops. Assuming your last column is the average fill they did get caught clearing above their trigger level - that's expected isn't it? I think your stop is a market order triggered at a certain price. If your example shows the stop not triggering, can you please clarify it for me, I'm reading it as "every stop here was triggered and cleared" Note the difference between
order.OrderType = "STP";? // Market order placed on price trigger
and
order.OrderType = "STP LMT"; // Limit order placed on price trigger
Best wishes,
M
Does this behavior occur in live trading, or just paper trading? Per IB own docs (and every other broker I've ever used) a stop-limit "is an instruction to buy or sell limit order when the stop trigger price is attained or penetrated." The thought that this wouldn't trigger and become marooned if it jumps below is confusing to me, because there shouldn't be any condition in which that would occur if I'm understanding this issue correctly?
If you're using LIMIT stops, that's how they behave. If the market suddenly leaps over or below your stop, it's marooned. Try using a TRAIL and monitor it closely.
On Thu, Jun 23, 2022 at 10:09 AM Jenzi < jzip@...> wrote: Just from yesterday and today.
 
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These aren't Stop Limits 'STP LMT', but Stop Orders 'STP', that should exit via a market order, when according to IB doc "the user-specified stop trigger price is attained or penetrated". This is happened live. And i've seen this with Trailing Stops too. I've checked the ES trades, take a look at the 2min chart, i've marked the two candles with the short entries, it wasn't even a volatile market and i doubt anything got jumped. The exits were made more than four hours later. 
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How liquid are the contracts you're trading? Even if the stop gets triggered you still need some liquidity for the trade to execute
On Thu, Jun 23, 2022 at 11:52 AM Jenzi < jzip@...> wrote: These aren't Stop Limits 'STP LMT', but Stop Orders 'STP', that should exit via a market order, when according to IB doc "the user-specified stop trigger price is attained or penetrated".
This is happened live. And i've seen this with Trailing Stops too.
I've checked the ES trades, take a look at the 2min chart, i've marked the two candles with the short entries, it wasn't even a volatile market and i doubt anything got jumped. The exits were made more than four hours later.
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Ok, pulled up a footprint of the situation, basically this should not be possible to happen. 
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It's ES before the US open, during European markets.
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That's a very interesting thought, because the exits were made in the second the us markets did open. Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop). In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set. You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.
| bool? |
[get, set] |
| ? |
If set to true, allows orders to also trigger or fill outside of regular trading hours. |
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One factor to consider is which trigger to use: Bid, Ask, or Last. That obviously plays a role, including vulnerability when bored institutional traders run the Stops.
On Thu, Jun 23, 2022 at 2:42 PM Jenzi < jzip@...> wrote: That's a very interesting thought, because the exits were made in the second the us markets did open.
Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop).
In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set.
You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.
| bool? |
[get, set] |
| ? |
If set to true, allows orders to also trigger or fill outside of regular trading hours. |
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Correct. You set OutsideRth to true on every order object in the bracket. But at least on STOP orders. Order presets defined within TWS have no impact on your TWS API client.
As a matter of practice, we set OutsideRth true on all orders in the bracket for ES trades, but apparently only the StopLoss STOP order really needs it set for triggers to work. In fact we get Error 2109 warnings on all other orders: 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed.
In the example below OutsideRth was set to true for all four orders in the bracket
- 222 MKT entry order
- 222.1 LMT profit taker order
- 222.2 STOP stop loss order
- 222.3 MKT position close order with time condition at 15:55 Central time
Placing orders 222, 222.1, and 222.3 triggers (error) warning 2109, but placing 222.2 does not and it will not trigger outside of the regular trading hours without OutsideRth? set to true. 闯ü谤驳别苍 
On Thu, Jun 23, 2022 at 04:42 PM, Jenzi wrote:
That's a very interesting thought, because the exits were made in the second the us markets did open.
Otherwise, i have made many other trades during the day where it worked (same instrument, exits on taget limit or stop).
In the TWS 'Global Configuration' - 'Presets' for Futures the checkmark is set.
You mean to set the option for every bracket order when creating/sending an order? I'll give that a try.
| bool? |
[get, set] |
| ? |
If set to true, allows orders to also trigger or fill outside of regular trading hours. |
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@jcopp You can only set the trigger method for simulated orders, in live trading it is up to the exchange and i suppose they are using the default method.
| int? |
[get, set] |
| ? |
Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered.
Valid values are:
0 - The default value. The "double bid/ask" function will be used for orders for OTC stocks and US options. All other orders will used the "last" function. |
@闯ü谤驳别苍 Reinold
Thanks for the info. I'll add the condition to all orders in the bracket and test it.
I am still wondering though, why the stops worked with most other orders.
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