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Previous poster was correct, some brokers allow SL & TP to be set at time of trade others do not.
Best thing is to always set them after the trade has been opened this way there is less likelihood of any problems and it will work with all brokers.
Remember that brokers each have different minimum distances for these things so make sure you check the symbol info for the correct levels.
Does this still apply in the MQL5 world ?
Requirements and Limitations in Making Trades