This is normal execution experience. A stopp loss trigger isn't yet an order on the exchange in the order book, and often it resides with your broker who then automatically issues an order when the trigger conditions are met, so takes some time to even reach the exchange. However, whenever you want to sell something, price might zoom past your worst selling price anyways, and suddenly you're too expensive for the market. This is especially a problem if your order is too large or price too high for the current liquidity and volatility of the instrument you're trading.
This is a kind of experience and learning you best learn when doing real trades and experiencing for yourself how the execution mechanics works, on small sizes you can bear to lose. There's really no guarantee you'll be able to get a fill, but in today's markets it's really less of a problem than before. Just need to adjust your expectations of what the market can provide you. ie. whatever you assume is a guarantee, is probably not, except the costs..
To prevent it you need to plan ahead that this might happen and try to minimize the damage via your trading rules. Afterwards, there's less you can do. Some people wait, or add to their losers, however, this bears some risk of even more losses, so should only be done by the highly skilled and experienced traders (already consistently profitable). Hedging may also be an option, but is outside my own studies for now. For an EOD type of system, I see no problem waiting for a day for a fill though, since that's the base period of the system.
However, the opposite is also true: Price might zoom past your buy-trigger/order, and you might get much better price for your order. Especially at the market open, there's often wild swings of price that might skew your executions.
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