Stop Orders May Cancel Instead of Filling After a Gap Below the Stop

Summary

A trader reports that a sell-to-close stop order on VeighNa appeared active, then was marked triggered by the CTA strategy interface but canceled in the vn.py trading interface when the opening auction tick indicated a price below the stop. The position remained open. The interface also displayed a cancellation error saying it could not find the order, even though the trader says their code had not requested cancellation.

The reported behavior occurred several times during gap-down openings. The trader asks for an explanation and considers adding an on-tick check that submits a market-price exit when the price is below the stop and a position is still held. The post provides an operational warning about stop-order handling around gaps and auction ticks, but no diagnosis, platform version, exchange response details, or confirmed fix. It does not establish whether the cause is a software defect, order conversion behavior, or an exchange limitation.

Key ideas

• The trader reports stop orders being canceled after an opening price gaps below the stop level.
• The CTA interface showed the stop as triggered while the trading interface showed it canceled.
• The position remained open despite the expected stop exit.
• The post suggests an additional tick-based exit check but does not confirm a cause or solution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.