I'm trying to collect data on my trades in the strategy ...(during run-time)
So I want that every time an order is closed (due to close order or SL/TP):
I'll be able to collect data about the trade:
1. what is the PNL
2. how many bars ago was the order entry.
I tried to play with the "OnExecutionUpdate" and "OnPositionUpdate"
but without success,
please advice
thanks
Gil
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