I would like to be able to track a trade that has been opened manually. I invoke an instance of a strategy which will manage this trade for me, either before or after I have opened it, making sure that I have one instance (with a particular parameter set) for each position open (or about to be opened). This is easy to do if all my trades use different FX pairs, but if not then I have a problem: there is no obvious way of setting order information once the order has been sent, like a 'UserData' field for example. So one instance of my strategy cannot know if this order is already being tracked by another instance. Is there a way around this?

On a related note, is there any way of hooking the manual BUY/SELL commands so that when a BUY signal is issued with SL/TP settings, some code is invoked which could set the order information itself, including the order label?

Thanks

You can pass order label as a parameter to the strategy. For manually created orders it looks like "jf<some symbols>"

Inside strategy you can do that by looking at the order label. In onMessage method catch ORDER_SUBMIT_OK and ORDER_FILL_OK and if label doesn't look like created by the strategy, then it's likely created manually.