To develop a multi-instrument strategy, you simply create a new class of your own and make it a subclass of com.cyanspring.strategy.multiinstrument.MultiInstrumentStrategy. Once you have your multi-instrument strategy class, you need to provide implementation for ONE of the following(but not both)
public interface IMultiInstrumentAnalyzer { PriceInstruction analyze(MultiInstrumentStrategy strategy); }The only method in this interface returns a PriceInstruction for the framework to work out the child order actions.
Please refer to PriceInstruction for the details.
Please refer to PriceInstruction for the details.