Does anyone have experience on running more than one strategies on different timeframes in realtime, for example, two strategies, strategy 1 and strategy 2, timeframes are 1min, 5min, a set of 30 stocks in a watchlist. scanning should be run tick by tick in realtime, when conditions are met, a window is popped out like"strategy 1, stock A, 5min BUY". I can't think of an proper way to implement it. AA comes to my mind first, but can AA run tick by tick(at least seconds by seconds)? should I use script to implement this?
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