I have a multi-Instrument strategy (up to 26 bars objects) and would like to plot overall net profit for all instruments simultaneously. However the existing net profit calculation appears to be based on the primary bars object or instrument rather than the profit of all instruments together.
I would like to create a plot of net profit for all instruments together. I would also like to keep a running tab of how many open positions there are in this multi instrument strategy. Any idea on how to do this? Thank you in advance.
Mr Lee
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