TS 4.0 Stop Loss Order

[Maryfisch@xxxxxxx]

In TS 4.0, I have a stop loss order as follows:

{Short Stop Loss}
ExitShort("SSL") at EntryPrice + 3*AvgTrueRange(ATRLen) Stop;

The entry is ok (ie., all conditions met then enter tomorrow on open) but 
then the system exits at the open price on the same bar.  For example, bought 
at 16522, sold at 16522 on the same bar.

I am using the same stop loss on the buy side (identical verbage except 
ExitLong and minus ATR instead of plus) and it works fine. 

Am I losing my mind or am I doing something wrong?

Thanks in advance.

Mary Fischer