I am working on a not so complex, trend following stop trailing strategy.
So the strategy may run for weeks in a lucky situation.
The strategy has to track the order state, which is done by OnOrderUpdate().
This is fine...
But what happens if the connection gets lost, which is pretty probable
considering a several week timeframe ?
How do I know if running stop loss orders got filled during the connection problem when the strategy recovers ?
How can I sync the current order state with the last order state that I saved ?
Thank you for the help,
Arnold

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