Good question, I have wondered this myself. Looking at MBTrading, they have TTO, Threshold Trigger orders. Looks like it will do what you want, but I haven't executed one yet. Perhaps someone has and can confirm? Threshold Triggered Order (TTO) Specify two prices, an upper and lower price threshold. Once the inside market trades at either threshold, a market order is sent to the marketplace. TTOs were designed to help limit potential losses and lock-in potential profits. http://www.mbtrading.com/OrderTypes.asp
What is HSOA? Maybe that is what you are doing wrong. There is no such thing as HSOA. I used many software platforms and not one of mine ever said HSOA. Maybe you have generic cheap software and you should switch brokers.