Hi there,
I have written quite a bit of order management software, that I would like to package nicely so that it can be reused in various trading strategies.
Can I package it in 1 class, derived from Strategy, and then derive my actual strategy classes from it? (I am actually trying to do that, but for whatever reason it doesn't seem to work at all)
public class TradeManager : Strategy
{
// ... this class needs access to pretty much anything a regular strategy
// needs access to, like High / Low / CurrentBar / Add() / ...
}
public class MyStrategy : TradeManager
{
// ...this class will implement the trading strategy, and call any methods from TradeManager for managing positions
}
Or what would you suggest ?
I have written quite a bit of order management software, that I would like to package nicely so that it can be reused in various trading strategies.
Can I package it in 1 class, derived from Strategy, and then derive my actual strategy classes from it? (I am actually trying to do that, but for whatever reason it doesn't seem to work at all)
public class TradeManager : Strategy
{
// ... this class needs access to pretty much anything a regular strategy
// needs access to, like High / Low / CurrentBar / Add() / ...
}
public class MyStrategy : TradeManager
{
// ...this class will implement the trading strategy, and call any methods from TradeManager for managing positions
}
Or what would you suggest ?
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