I think the error lies in the way you are placing your orders. If you are using stop orders, then your orders are too close to the market price. Typically, your buy stop should be atleast "MarketInfo(Symbol(),MODE_STOPLEVEL)" pips away from the current ask.

If you are placing stop orders, make sure you use RefreshRates() and then place the orders that required distance away. For fast moving markets, it still may not work and you will have to place the orders further away.

Hope this helps.