I have a strategy that I wrote that I use on more than one instrument and I have odd results during testing.
It is an automated strategy and is using a SIM account, but what I have seen is that the code which prints
some Debug data does not track the debug output if two instruments are in a trade at the same time.
Is there a known issue with running a single strategy on more than one instrument at a time? All my signals
are timestamped and the trades are not entered at the same time. If this is a known issue then I can adjust
so that I have copies of the same strategy for each instrument. Seems a waste to do that though.
Thanks.
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