Jesus, are you serious? It might actually get filled still at some point? It shows as cancelled in my order log. Now you're freaking me out lol.
Yeah there are definitely two issues here, I've encountered the stop/limit adjustment error often, but like I said never the "no fill" error. Regarding the stop adjustment though -- so you're saying if I use a stop limit order instead of a stop order, I can continue to move the stop up or down as price moves, and it won't get that banding rejection message/error? Right now it drives me crazy, because I either have to create a new stop closer to the current price, and adjust that, or just click close/sell/buy at the market. All of which take time and throw me off in a fast moving market, and negate the benefit of a trailing stop.
My concern I think with using a stop limit in NT instead of just a stop is whether it will be filled as quickly -- I'm worried that since it will only take that price or better, it might actually increase slippage during a volatile move. My goal is to enter the market as quickly as possible and as cheaply as possible, which is why I've been using the stop orders instead. If that is not true however, and I get the added benefit of being able to move the trailing stop up regardless of bands, then yeah I suppose I really need to switch to limit orders.