I am creating a strategy in which i need to do a little bit of inter-strategy communication. Here is the scenario:
I will have multiple instances of the same strategy running simultaneously on same and/or different instruments with same and/or different parameter settings. I need to achieve a stop & reverse feature whereby if the program is Long with Strategy 1 and before the position is closed, Strategy 2 signals a Short trade, we would like for the program to Close the LONG position and Initiate the SHORT one.
Now what i dont understand is how to make the communicate between Strategy 1 & Strategy 2 so that i can code this feature. For reference, i am using the unmanaged approach for orders in my strategy,
Please advise.
Thanks
Umer
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