Good afternoon,

My trading system places limit orders after market is closed. After the close next day I want to check which positions were executed. How do I loop through the currently open positions?

Entry is based on a ranking from a universe. The system does not liquidate stocks on _changes.RemovedSecurities. The system holds the position until stop loss or profit target is hit. I would like to loop through each stock to set stop and profit target price dependent on the fill price. Any suggestions? Many thanks!