I have a strategy where, at any point in time, might have multiple entries on a given instrument. I am trying to track the bars since entry of each entry. The problem I'm running into is that the Position object pools all the entries into one position. I'm not aware of a way to iterate through each entry that makes up a Position.
Is there a way to check for a given entry if it is open and what bar it was executed on? The BarsSinceEntryExecution method lets me query how many bars ago a given entry executed but it doesn't let me check if that execution is still open or has it has already been closed.
Any help would be appreciated.
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