private Strategy CreateChildInstrumentStrategy(Instrument instrument)
{
var name = $"{Name} ({instrument.Symbol})";
var strategy = (InstrumentStrategy)Activator.CreateInstance(GetType(), this.framework, name);
strategy.Instrument = instrument;
strategy.Instruments.Add(instrument);
strategy.SubscriptionList.Add(instrument, GetDataProvider(this, instrument));
strategy.Portfolio = GetOrCreatePortfolio(strategy.Name);
strategy.Portfolio.GetOrCreatePosition(instrument);
strategy.raiseEvents = true;
strategy.IsInstance = true;
strategy.SetRawDataProvider(DataProvider);
strategy.SetRawExecutionProvider(ExecutionProvider);
CopyParameterValues(strategy);
return strategy;
}