Hello everyone. Looking for ways to be able to launch multiple live algorithms via IB - would be keen to understand the best practice. Previous discussions focussed on only one IB login possible, although I think it is possible to have 32 API connections via one TWS session. I am wondering about the operations side of things, which is one the QC/LEAN side - launching multiple instances and multiple QC algorithms and then administering all of them in parallel? Merging a few algorithms into one super-algorithm with a few signals at once and then risking an outage of all of them at once? Running separate instances of LEAN but then connecting them into TT, which then sends all orders into IB and allows to control for (or at least see) all positions / risk / etc across all the algorithms at once? Would be keen to understand the best practice available in the hive mind here. Thanks!
Non Compete
Hi Vladimir Pakhomov , if the algos consist of Alphas you can use the AlgoFrameworks AddAlpha method. I'm experimenting with a way to group Alphas/PortfolioConstruction/RiskManagement/Execution into a single Algo class then foreach algo do AddAlpha(algo.getAlpha()) etc but for some things like Execution I dont think you can use more than 1.
Vladimir Pakhomov
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!