The goal is to dynamically add instruments to my strategy by calling Initialize() as a method within my code. So, not the protected override void one, but just initialize() as a method in the code to reload the script to add an instrument.

Has dealt with this or has knowledge of this?

Thanks!

Calling Initialize() restarts the backtest so you can't add instruments mid-strategy, at least not by calling Initialize(). I'm not sure how to otherwise.