Did you actually see that the stops had been placed on the market? If your strategy tries to place them too close to price then the order will be rejected. If they are not on the market then they cannot be hit! Have you checked your rejected orders for that strategy at that time?
Also it depends how you are calculating the stop value as if it is based on close price and then there is a big gap then the value of the stop compared to the open after the gap may not be what you actually wanted.
Just some thought….
