Orders close prematurely

 
I have been having a problem with pending orders. After a pending order has been accepted, the market will come up to its level and then automatically close. I have stop losses and take profit levels in place but none of that matters because as soon as the market matches my order level it disappears from the trade window and ends up in my account history. This has happened many times no matter what I use whether it is a Buy Limit/Stop or Sell Limit/Stop. Any suggestions would be much appreciated. Thanks
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