Ok, it is absolutely what I said. The trigger to start the the trail stop order isn't working, because it is looking at the close price of the previous bar and not the current price of the current candle. That is not the correct behavior as the Set statements should be active in the current bar. They are designed to operate INTRABAR and don't require [IntraBarOrderGeneration] to be on. It is independent of that condition. The only thing I can think of is that the Set statement is not being called …