here is the order

23:55:44 Order 165947736 was REJECTED: Rejected by counterparty
23:55:44 Order ACCEPTED: #165947738 TAKE PROFIT BUY 2 mil. USD/CAD @ LIMIT 0.965 IF ASK <= 0.965 - Position #43012737
23:55:44 Order ACCEPTED: #165947737 STOP LOSS BUY 2 mil. USD/CAD @ MKT IF ASK => 0.987 - Position #43012737
23:55:25 Order SELL 2000000 USD/CAD @ MKT had been sent at 2012-10-07 23:55:25.906 GMT manually
23:55:25 Sending order: TAKE PROFIT BUY 2 mil. USD/CAD @ LIMIT 0.965 IF ASK <= 0.965
23:55:25 Sending order: STOP LOSS BUY 2 mil. USD/CAD @ MKT IF ASK => 0.987
23:55:25 Sending order: SELL 2 mil. USD/CAD @ MKT MAX SLIPPAGE 0.0001
23:53:56 Order 165947670 was REJECTED: Rejected by counterparty
23:53:56 Order ACCEPTED: #165947672 TAKE PROFIT BUY 2 mil. USD/CAD @ LIMIT 0.965 IF ASK <= 0.965 - Position #43012729
23:53:56 Order ACCEPTED: #165947671 STOP LOSS BUY 2 mil. USD/CAD @ MKT IF ASK => 0.987 - Position #43012729
23:53:52 Order SELL 2000000 USD/CAD @ MKT had been sent at 2012-10-07 23:53:52.321 GMT manually
23:53:52 Sending order: TAKE PROFIT BUY 2 mil. USD/CAD @ LIMIT 0.965 IF ASK <= 0.965
23:53:52 Sending order: STOP LOSS BUY 2 mil. USD/CAD @ MKT IF ASK => 0.987
23:53:52 Sending order: SELL 2 mil. USD/CAD @ MKT MAX SLIPPAGE 0.00000

You have selected no slippage, due to this when strategy tries to execute any order and at that time if price varies, then order gets rejected.

To avoid order rejection, put some slippage in strategy.

You can see details here : https://www.dukascopy.com/wiki/#Set_Market_Order

I hope it will solve your issue.

Thanks,
Santosh.

ok thanks