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Trading with alpaca

I have been using the site for about a year now, mostly to improve my coding ability, but have wanted to test an algorithm I've been working on with real money. I'd like to use a small amount, but the fees structures provided by interactive brokers makes that difficult. I see that alpaca is supported, but is currently under maintence, and am wondering how long I should expect the maintanence to occur.

Thanks!

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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 Conner,

Right now, Alpaca support is in Beta testing and there isn't a finite timeline for when it will be bug-free. We encourage you to use it for Live Paper Trading right now to see how your algorithm(s) run and help us debug any issues that you might come across before live trading with real money.

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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 Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable in QuantConnect Live, with the message saying "maintenance mode". Is this temporary?

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Correct there was a bug preventing login from a deprecated API. We've fixed

it and tested yesterday, it should be live again today.
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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.


Is there a way to do backtesting and have LEAN get historical data directly from Alpaca (or polygon according to their documentations)? I've been trying to do that, and tried different environments but it looks like it doesn't receive any data.

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According to Alpaca documentation, live data from polygon is not provided unless you're using a real money trading account... Seems like a catch 22.

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We could add an API implementation for Polygon. It would be called an IDataQueueHandler in QC-LEAN terms. It is about 1-2 days work for an engineer familiar with the project but we're pretty swamped internally. I'm happy to sponsor a bounty for an open source implementation? 

 

https://github.com/QuantConnect/Lean/issues/3380

 

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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.


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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.


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