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Something wrong with StopMarketOrder

Hi, could somebody explain to me behavior of this 5-line script?

  • I place one MarketOrder to buy 1 share of Microsoft
  • Then I place one StopMarketOrder to sell 1 share of Microsoft if pricehits $1000
  • Price never hits $1000 but two orders get filled, WHY???

Why stop market order acts like market order???

Anybody?

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Ok, I think I figured it out, in a perfect world I should be able to use LimitOrder and StopMarketOrder from the both sides of the price, but in a world of QuantConnect I can use LimitOrder as a Take Profit only, and StopMarketOrder as a Stop Loss only. Just in case, I think it is a bug, because if I can't use Limit Order as a stop loss it means that on a fast market with limited liquidity I can't actually limit my losses, my position will be closed way below the price that I set. Surprise.

Attached another simple script that shows working example with SL / TP. If somebody will try to exchange StopMarketOrder and LimitOrder in this script you willl see that they will silently ruin your strategy by executing as a Market Orders. They won't even show any info about execution, they just turn from Limit and Stop to Market immediately.

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