Hi,
Strategies work on instrument lists. As far as I can tell these are static objects, passed to the streategy when the strategy is initialized.
I woul like to have dynamic instrument lists. Thus one strategy could be responsible fo r adding or removing instruments from the list while another would actually do the trading.
Question is: how do I modify programmatically (in C#) an instrument list and how do I pass an instrument list as a parameter or a pointer to a strategy?
Thank you
Strategies work on instrument lists. As far as I can tell these are static objects, passed to the streategy when the strategy is initialized.
I woul like to have dynamic instrument lists. Thus one strategy could be responsible fo r adding or removing instruments from the list while another would actually do the trading.
Question is: how do I modify programmatically (in C#) an instrument list and how do I pass an instrument list as a parameter or a pointer to a strategy?
Thank you
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