Hi guys, I have a question about live trading multiple algorithms on a single node/brokerage (Oanda).
Let's say I have developed a strategy on a daily timeframe that trades the NAS100 on Oanda. It is derived from QCAlgorithm so I can backtest it properly. Besides that I have a strategy on an hourly timeframe that also trades the NAS100, also implemented as a QCAlgorithm in a different project containing it's own logic.
How can I combine these algorithms for live trading on a single node?
And what if I have a third algorithm that trades gold CFDs on Oanda? Is it possible to combine all those algorithms for live trading while keeping the execution logic separate to each strategy (for the purpose of testing and updating)?
Mia Alissi
You can run multiple algorithms live, but only one per brokerage account. If you want to use the same account for multiple strategies, you need to create a subaccount at the brokerage. However, please note that multi-brokerage in the same algorithm is not supported for live nodes yet. You'll need to clone the project and run them on separate nodes.
If you want to run multiple strategies on the same symbol, you would need to build these strategies into one. If you want to run them separately, you would need to pay for another server.
For Oanda users, you would need 2 servers running parallel because QuantConnect does not support multiple brokerages.
Please refer to these discussions for more information:
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.
Taylor Jorgensen
Hi curious on a specific here….I understand for running multiple strategies on same brokerage account you can create sub-accounts. Is it based on the ‘account’ or the ‘user’ (credentials)?
If based on the account, you'd have to have separate pools of capital for each sub-account (I use IB) whereas if its users you can have a single account with all the capital.
Btr05
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.
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