Is there a way to have your AFL code run when a fill happens?
My system opens positions after end-of-day bars are received. When a position opening order is filled (it can be hours/days later), I would like to immediately place a STOP order.
I was thinking of IB’s bracket orders, but in my case the STOP price will depend on the actual fill price which I don’t know beforehand.
Or how else can this be achieved?