I have a few strategies, each based on a different indicator. The logic is simple: whenever the underlying indicator signals "short" or "long", the strategy enters the market. Trade management is done by the strategy afterwards.
I want to create an additional strategy, which would combine all these indicators. I.e. whenever any of the indicators signals "short" or "long", the strategy would enter the market and manage the trade (PT and SL).
Is this even possible given the current architecture? First of all, I do not know how to assign data to the "sub-strategies" (i.e. the Input IDataSeries). Also I need to know how to ensure that "OnBarUpdate" is being called (since it is a protected method) - but I hope this would be solved once the sub-strategy would get a reference to the processed data series (similarly to how indicators handle this).
I am not asking about the intercommunication of the strategies; this I hope I can handle. However I am unable to execute synchronously a strategy from another strategy.
Any help would be much appreciated!
Best regards.
Comment