In the documentation here , it says :
rules[].trigger_type : Specifies the condition for triggering the order. The ENTRY strategy can have ABOVE, BELOW, or IMMEDIATE, whereas TARGET and STOPLOSS strategies can only have IMMEDIATE.
Scenario :
I placed a multi-leg SELL order for the instrument NSE_EQ|SBIN , with ENTRY, TARGET, SL rules. The ENTRY was met properly, but once price reached the SL level, the Order just stayed in ‘Open’ status. Since the condition that can be configured is ‘IMMEDIATE’, I would expect that a BUY order with MARKET will be executed at that moment since there is no option to set the Order type in the Rule Configuration. But it just kept waiting for the stock price to come back to “Trigger Price” ( which might be the Limit price ) of the SL order, which is not correct.
The whole idea of a ‘Stop Loss’ is to prevent further losses 
. There should be a mechanism to do that.
NB: To address this issue, I went to the Positions tab, and squared off the open order, since SL wouldn’t work. But then I realised that the Square off order actually created a new order, and the GTT SL eventually got executed as well 
leading to an extra order which came out of the chaos.