hi Peter, what you described above seems to be CQG's default behaviour when you have bracket orders enabled.
Say you enable a bracket OCO with a 5-tick stop and a 10-tick target. In CQG you then enable bracket orders, meaning the next market or limit order you place will be a bracket OCO one.
When the order is filled, the 5-tick stop and 10-tick target orders are automatically put in place. So far, so good.
What happens in CQG is, unless you now switch from "bracket order mode" to, let's call it "normal order" mode, if you close the trade manually(say at market), you are actually triggering a second bracket order, in the opposite direction of the prior one. You will have no positions on but you will have a stop and a limit on the opposite side that will be triggered if market reaches either of them.
What I do is trigger the first bracket order and then switch to normal mode if I want to close it manually.
Does it look like the scenario above might be what was happening?