I am trying to keep track of the win/loss ratio within my strategy. I want to be able to count the number of stop loss orders and profit target orders that are filled.
Is there a way to detect when a SetStopLoss() or SetProfitTarget() order is filled?
I am using managed approach of course.
My stop loss and profit target orders are generated within a strategy OnExecution method and I cant assign a name to them. (otherwise I could monitor them in OnOrderUpdate method)
Thanks!

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