public override void Init()
{
if (!this.initialized)
{
Portfolio = GetOrCreatePortfolio(Name);
if (!IsInstance)
{
// Create a child strategy for each instrument
foreach (var instrument in Instruments)
{
var strategy = CreateChildInstrumentStrategy(instrument);
AddStrategy(strategy, false);
if (Strategies.Count == 1)
{
Bars = strategy.Bars;
Equity = strategy.Equity;
}
strategy.OnStrategyInit();
}
}
this.initialized = true;
}
}