There might be two or more writers, who are also the characters in another writer's story. That is, A is a character in B's story, and B is a character in C's story, ... finally X is a character in A's story, forming a loop. The only thing we need is a meta-writer Z who can be a real person, and wrote a story containing all the other writers. (I remembered this in the book Gödel, Escher, Bach: An Eternal Golden Braid years ago.)
From Chris Sunami's answer, I agree that they are in the same level of reality, and this can be simplified to be only one writer A writing about his own world, and the meta-writer Z writing about A. If it is made possible by Z, it is in fact Z creating the story but making A write exactly what is happening in the world.
If we don't know who the writer can be, but assume he can only be a common person on the earth, can we tell there is no such a writer A in our world potentially writing exactly everything happening in our own world (so our world is not a strange story by such a meta-writer Z)? This should be done by a common person with any advanced tools and scientific knowledges, but not by an evil government who tries to eliminate the humanity to prevent anyone to start writing.
I'm assuming we can't tell we are not brains in a vat and looking for whether similar arguments like the brain in a vat can apply.