i wonder who will give u a decent reply. u say autotrader. u don't say limit, stop limit, stop, market ... how can anyone help you if you don't help yourself?
Can you tell if it became a market order in the cases you mention ... ref def's comment about market orders. FWIW I would never ever enter a position on HSI with a market order. Can you do a chasing limit instead?
For entries I use either a limit or a stop limit order (not a stop market order). For worst case exits a stop market ... for trailing stops a stop limit.
I could not remember wether it turned into market order or not but I do not think it was right that the market order was 60 points greater than the high of price at that moment
i agree is shouldn't fill that far outside of the prevailing market but keep in mind this is a PAPER trader simulator. It is not perfect. I believe the issue was forwarded to programming. I hope you can understand that since does not occur or involve real trading, it may not receive the highest priority on the programming side. In the meantime, I suggest you use limit or stop limit orders in your simulations.