To check this, go into the affected entity, and go to transaction activity as if you were going to post an entry. Then:

Select Tools | Transaction Activity Option.

Then check which account is selected for Short-term capital gains and Long term capital gains options.

These accounts need to be selected to automatically be posted on a sale. If the wrong account is highlighted, just select the account you do want to show for that type of gain/loss (short or long). If the correct account is not an option, you need to go the chart of accounts and add the appropriate account in the correct capital gains category. Then go back and it should be an option for you to select.

If this is not your problem, please let me know.