StopLoss group_by

[sergejlazuk]

Hello,
I believe functionality is missing to specify StopLoss (as well as other orders) on a group/strategy level? For example, if you trade spreads of several assets and indicate this by using group_by=True in portfolio constructor, I would expect StopLoss to apply on the whole strategy not per asset? Otherwise I get one leg of my spread stopped out, this is not my intention...
Thx,
Sergej