I interpreted Jessica's response above, to mean that the Stop Loss limit order and the Profit target limit order, themselves rest at the exchange. But the logic that cancels the stop loss order once the profit target is triggered (or vice versa), resides on your computer.
So if your computer disconnects, when one side of your OCO order is triggered, your original postion will be closed, but the other side of the OCO order will still be live and sitting at the exchange.
Phineas
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