However, ideally I would like to implement trailing stops. Presumably the way to do this is with each bar update, take each individual stop order and update it to reflect the latest price move if appropriate. However, I don't know how to refer back to each Stop Order, as my entry signals identify the stop order based on bar number at time of entry.
Is there a way just to cycle through all outstanding stop orders without know their specific names? Are you guys aware of more elegant approaches out there to implementing trailing stops on trade by trade basis in the unmanaged framework?
thanks
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