Hi
I think there seems to be an incorrect variable in the trigger (and on the website example). I have replaced market_settled_pl with last_pl. You also need the condition Previous Triggered Event's status is settled. Also, do not delete settled markets.
I have put your other conditions in, but have not tested it. Please try it in test mode.
correction: market_settled_pl is a valid variable. Please replace last_pl in the trigger with market_settled_pl. Sorry I missed it. The rest of the trigger should work OK.