I have 3 strategies that use the same main instrument. I want to backtest them all together to see how they perform jointly. They trade at different periods of the day and use different conditions and additional instruments to enter and exit.
To keep my code clear, I prefer to keep 3 different classes (and 3 files)
I could group them into a new strategy but I'd have to copy paste the code of each strategy.
Is there a way to make it more efficiently? My guess would be to create a new strategy that imports all the other ones but I can't see precisely how to do it.
Thanks
Comment