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Buy stops and after-hours markets



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I'm a position trader, using Ameritrade.  I frequently place my orders
in the early morning with a buy stop a bit above the current close.

Recently I've had several orders cancelled.  Ameritrade has told me that
buy stops must be placed above the current price and the price has moved
above my stop before the 9:30 AM opening..

Is there any way around this problem other than watching the open and
deceiding from there?  Do other online brokers use the current
(after-hours) price rather than the "official" close?

Along this line, what will us poor end-of-day traders do when 24 hour
trading srtikes and there is no closing price?

Thanks for your attention.

--
Brad