Onelot, you can make the market stops native, read my thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=163493#post163493
Here's my journal entry: Caught short with wide stops. http://www.elitetrader.com/vb/showthread.php?s=&threadid=10441&perpage=6&pagenumber=7
That's really smart. I read somewhere that that's what IB does anyway when they send in your market order. I didn't take the time to figure that out for myself; but now that I know, I'll have to start doing that myself. Thanks ddefina for the useful info.