I want to implement money management rules into automated trading over several strategies.Therefore I have started the creation of a centralized "RiskManager" class in the "UserDefinedMethods.cs" file.
Currently I am working on implementing the basic functionality provided by the class. I'd like to have a function "isConnected()" giving me back the state of my broker connection (e.g. as boolean value). Furthermore I want to access strategy relevant information.
By searching the forums and help I found the "ATI DLL Interface Functions" most suitable for providing the desired functionality. Especially following functions are of interest to me:
int Command(stringcommand, stringaccount, stringinstrument, stringaction, intquantity, stringorderType, doublelimitPrice, doublestopPrice, stringtimeInForce, stringoco, stringorderId, stringstrategy, stringstrategyId)
int Connected(intshowMessage)
string Strategies(stringaccount)
int StrategyPosition(stringstrategyId)
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