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As shown in the following photo below, when the sell order at 413.19 is completely filled, the strategy will place two new orders which sell out at 414.56 and buy in at 411.82.
If the market fluctuates upwards to trigger the sell order at 414.56 filled partially and meanwhile it’s not yet matched at 411.82 for buy in, your reversed buy order at 411.82 won’t be cancelled in this situation.
If your sell order at 414.56 is not completely filled while the market drops to match at 411.82 for buy in, your sell order at 414.56 will be cancelled since it’s completely filled under this situation.
In short, when an order is completely filled to generate two new orders, one buy and one sell, our system will cancel one correspondingly reverse order after any of your order is filled completely.