On a side note, why is it sometimes that stop-limit orders start out dark blue, then after a time turn green -- at which point the order is still open and unexecuted, but when I try to modify the stop or limit price I get the msg "this order cannot be changed because it has already been executed", so I need to cancel and replace it?
When a simulated stop-limit order triggers and becomes a limit order, TWS should change color from dark blue to green. Also, some exchanges send IB an indicator when a native stop-limit order triggers and becomes a limit order. Once either of the two events listed above occurs, TWS disallows changing stop price with "The stop price cannot be changed because the order has already triggered" message. If you notice something in this scheme is not working as expected, please log an issue with IB tech support. Thanks!
With both pink and light blue there is a chance the order cancellation or the order is known to IB server (if the message has indeed reached IB servers), but there is no guarantee. The only guarantee is when the order is acknowledged (ie becomes dark blue/green for submitted orders, or red for cancelled orders). Please report all incidents of pink orders and light blue orders occuring during trading hours to IB tech support. Thanks!