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Memory saving with orders
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I've been trying to do a simple algorithm with a custom trailing stop strategy (I'm doing it by cancelling the previous stop order and adding a new one), now that I've finally got to get it working I see the performance starts decreasing pretty fast, I'm supposing this is because of the accumulation of cancelled orders in memory. Is there a way to delete all the cancelled orders from memory and only keep the ones that actually reached Completed status?