I am having some trouble getting notifications about order changes in my strategy.
I have the following setup:
Automated strategy that under certain conditions creates ATM strategies and enters the market.
I keep track of the entries in a List.
What I wish to achieve:
When target/stop gets filled I would like to be notified and mark the entry in my list as filled.
What I've tried so far:
Overriding OnExecutionUpdate, OnPositionUpdate don't get hit when such events happen.
The closest I got, but sadly with no real value, was overriding OnAccountItemUpdate. There was little to no useful information about my desired outcome.
I would be really thankful for any information that could lead me to the desired outcome
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