So my trading platform/system was trading for the first time in a fast market today (I shut it down for the last couple of days, out of fear). Market taught me a lesson, and exposed a flaw in my execution logic: The market will reject stop orders if the market is already below the stop price, leaving a position un-hedged. I should have known this.... but I didn't, and almost got bit. Fortunately, I was paying attention and was able to manually step in quickly and turned a 80 tick loss into a 20 tick gain (via luck, not skill). Moral of the story.... be careful out there, especially when you're auto-trading and your system is walking into unfamiliar territory.