Are there any other possibilities?
For example I would like to get a Trade in the OnExecutionUpdate method from the given Execution or Order when the Exit has been filled.
I guess I could just call this to get the last trade...
SystemPerformance.AllTrades[SystemPerformance.AllTrades.TradesCount-1];
But what if they are not the same? Then I would need to search AllTrades for my execution and this feels laborious.
Or am I wrong?
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