No, this feather is absent in the terminal MetaTrader 4. You can write your own MQL4program for this task.

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- a pending order is opened
- an existing order is closed (due to TP/SL)
I could not find how to set that in MT4 and cannot figure out that this option is missing.
Of course I could set manually an alert, but an automatic sound would be better.
Thank you for replying.