I would like to ask, if it is possible to get to execution information inside indicator code. I would like to create an indicator, which would track bid and ask volume (using OnMarketData()), but only from a point since (manual) order was executed.
So I basicly do not need any other execution information than the time and whether it was entry or exit.
Is there any way to do this? If there is not direct method, I would take also any kind of workaround, like checking for open positions changes..
Thanks
Daniel
PS: someting similar is used in OrderFlowAnalytics plugin for NT, so I guess there must be some way.
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