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Live Trading for Multiple Algorithms

Hi,

I believe the current state is that for a live account only a single algorithm can be run.  Curious if that limitation and general features around the management of running mutiple strategies simultaneously were being considered?  For example, order management if several live strategies were trading the same symbol, etc..

Thanks! 

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Hi Jason, you can run multiple algorithms live but only one per brokerage account. If you ask for a sub account at the brokerage all the order fill events are separated amd its safe to deploy a second algorithm.

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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.


I've just asked IB how to create sub accounts but their response is that it's not supported by IB-AU, as my account is under the IB Australia entity.

Has anyone else hit this wall and perhaps found an alternative? Of course, one option is to create new accounts but then the exchange and other account fees would be charged on each account which is not the case with sub accounts.

Any info appreciated.

Thanks.

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Hi Ernest, are you trying to route to multiple brokerage accounts or run multiple algorithms?

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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.


Hi Jared,
I'd like to use a single 'master' brokerage account but allocate each algorithm to a sub-account. Is my understanding correct that this should be possible, based on your earlier comment in June 2017 in this thread?
-ES

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Hi Ernest Shaggleford, we have implemented that feature and you can learn more about in the documentation under Institutional Accounts section:

// The default order properties can be set here to choose the FA settings
// to be automatically used in any order submission method (such as SetHoldings, Buy, Sell and Order)

// Use a default FA Account Group with an Allocation Method
DefaultOrderProperties = new InteractiveBrokersOrderProperties
{
// account group created manually in IB/TWS
FaGroup = "TestGroupEQ",
// supported allocation methods are: EqualQuantity, NetLiq, AvailableEquity, PctChange
FaMethod = "EqualQuantity"
};

// set a default FA Allocation Profile
DefaultOrderProperties = new InteractiveBrokersOrderProperties
{
// allocation profile created manually in IB/TWS
FaProfile = "TestProfileP"
};

// send all orders to a single managed account
DefaultOrderProperties = new InteractiveBrokersOrderProperties
{
// a sub-account linked to the Financial Advisor master account
Account = "DU123456"
};

Unfortunately, this is not available for Australian financial advisor due to IB restrictions.

0

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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0

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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