Thank you i960. I cannot see STP PRT under any of the "Attached Stop Order > Order Type" settings - looking in Presets, Hotkeys and Buttons. It is listed under the "Primary Order > Order Type" drop down list, but it is greyed out and not available for selection. Is there some way for me to enable it for selection as a Stop Order?
Yep, and this is why I don't use that order - because you have to change it when the orders are sitting as pending in the TWS windows before you submit it. For whatever reason they don't allow it as a default choice for a bracket etc (most likely because not all exchanges support it). Instead I use a stop-limit with a 10 tick give-up range which functions as a stop but held on the exchange. It's still prone to hard gaps however (but so is a market stop).