I was wondering if someone that has been trading a real live account with a strategy that sometimes can possibly be running more than a dozen different instruments at once would suggest what is the best way for a automated strategy to get back in sync with its many positions it has open before a power disconnect or something of that nature disrupts the trading computer has to be restarted?
When you restart and and get everthing back up and running what would you suggest to be the best way to have your strategy recognize your open orders and continue manageing them as if nothing happend?
I am very close to running something of this nature live and just need to work this major bug out.