About the stop loss, in mt4 the stop loss is managed by the server. This means the builder creates an expert advisor that sends the order (with the stop) to the server. In mt4 click the expert tab, it shows the logs and it tells you when the order is sent. Also, after the position is opened you can see in the mt4 screen the stops. If the tp or sl is not executed, it is a server / broker related problem. This is out of our control since it is a server issue. If you were backtesting your ea, some times mt4 takes a sample for backtesting and does not use all values.
CL and CS do not work like a stop loss. They are simple trading conditions that close positions. It means that if you trade using bars, they will be evaluated once per bar (at the open). If you trade using ticks, they will be evaluated every tick (close to a stop loss but managed in the client side)
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