NFA Rule Changes
The new NFA rules may affect your EA generated market orders to an ECN broker
Traders that use US based brokers or a direct pricing setup, commonly though incorrectly misnamed ECN, noticed that some of their Expert Advisors stopped functioning properly.
Previously, Expert Advisors sent a market order with the stop and take profit all attached to the order. The graphic below demonstrates this clearly.
The primary change is that brokers are not allowed to accept market orders with any sort of exit conditions attached. First, an EA must send a market order. Then, the broker replies with confirmation that the order entered successfully. When that happens, the EA may then reply and tell the broker to put a stop and take profit onto the ticket.