Grouping Strategies to a Master Strategy

[freewind]

Hi,

I Build a strategy that can run on many instruments(~50). I want to be able to run all the strategies together but instead of manually set them in the strategy tab I was thinking on writing a Master strategy that take as an input the list of strategies and create new strategy instance for each instrument.
For example:

List<MyStrategy> MasterStrategy = new List<MyStrategy>();
...
foreach (string str in Symboles)
                MasterStrategy.Add(new MyStrategy(str));

Something like that. Of course I need also to pass the Base but this is the general concept I want to achive.
Is it possible design?
Is there sample codes that were tested for doing such a task?

Thanks in advance for any assistance!

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Unfortunately this design concept is not supported and I do not have any samples or advice on this type of setup.

However what I might recommend is that when customers would like to do this they have had success doing a multi time frame script and adding each instrument a multi series and then you can run the strategy on each series inside the one strategy by filtering barsinprogress.

Let me know if I can be of further assistance.

[freewind]

OK.
Just to be clear what is not supported is initiating a strategy instance?This is not possible, right?
Thanks!

[NinjaTrader_Brett]

Correct. It may or may not be possible. However it is not tested and I have no documentation or support I could provide on it if it was to not work.

-Brett