I am working on an idea where I use different time frames throughout the day. Say 1 minute from 6:30-7:30 and then 5 minute from 7:30 to close.
My thought is to have two different instances of the strategy with the appropriate time frame set.
What I'm wondering is, say I am now in the 7:30 instance, but I have a long position still open from the 6:30 instance. Then my 7:30 instance generates a sell signal, will calling EnterShort reverse the position for me as it would if the current position had been opened from the same strategy?
Or will it just open an additional position, and I wouldn't have any control over the existing position from my new instance of the strategy?
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