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During volatile trading the StopLoss level for closing your script (Slippage) is broken and your orders will close below the target range.
To confirm/check this; go to your Terminals "Account History" window, right click on any closed order, stroll down to "Comments" and click on it, you should now have a new comments window in your terminal, look at your problem orders and if you see "sl/gap" then your script file is ok. If still in doubt simply bin it and program a new file or download another free copy.
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