Sorry about that. View>Properties Window>Position Management
>Bar Count Exit. 0 should be fine. I assume this is the IB paper trader?
You may want to show your positions settings code here. However, note that you may want to set 'BarsValid' to -1 although this should not affect anything if you are seeing Order Filled events.
Are these closes occurring immediatley on commencing Live running? RE has a setting to control the disposition of positions held at start up.
Otherwise, I don't know what is happening.
See also Yahoo group about applying RE.