I'm reflecting about to develop a equity based trading strategy. For that I need some features maybe you can help me to find a starting point:
To manage a masterstrategy it is necessary to make orders in the real account and a shadow account, so that in the most of the time the equity of the master is in sync with the shadow equity. If there is a reason why the system produced a row of negative trades, I monitor the quity curve buy some indicators. About some logic the master system is not allowed to trade until the shadow system produces winner again and the equity curve is raising.
To implement this behaviour I need several things:
1. Cascading strategies
2. Separate Equtiy handling
3. Diffent account associations (normally 2 one real and one sim)
I thinks that pos 1 is no problem to handle, but the second and the third
is a problem. I didn't find the possibilities to place orders to a different account that I logged in. In the DLL implentation there is a separate "account" feature, but in the core IOrder handling don't.
Could you help me with that? Or do you have any ideas?
cicondo

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