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Fix the code so it checks that the proposed OrderModify() will not fail by making sure that it complies with this: Requirements and Limitations in Making Trades
Thanks - FreezeLevels are also zero.
After a bit more analysis, it seems that the problem is that price has actually gone past where I intended to place the TP. Again this didn't matter for a standard broker as the trade would simply not be placed, with the error invalid TP/SL, but it does matter on an ECN, and so i have added another check to my original entry criteria to make sure this doesn't happen.