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Live Trading Asset Count

Hello

I am currently running an external algorithm, and use an api to grab 4 tickers daily which I would like to trade. I just upgraded to live trading and would like to start paper testing the strategy, but I now see that it only allows for 10 stocks ?

So my questions are

1. How can I trade with only 10 stocks with this type of model ? even the cap 200 subscription would not be enough. More importantly I dont even know which tickers I need on any given day until I request them !

2. Why do I need to pre-load them if I am not back-testing ? This doesnt make any sense to me.

3. Ultimately what is the solution here ?

Thanks for help in advance !

Daniel Hai
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1. Where do you see the 10 stock limit? What resolution are you using?

2. We need to manage the data feeds, which involves requesting data from an external source. This is a much easier problem to solve in live only mode, but we try to maintain the same behavior between backtest and live. Currently there is a feature under development called universe selection, which as an added benefit, will allow for the adding and removing of securities on date changes.

3. For the time being, while manual, you could start/stop your algorithm each day. We've recently pushed the history and warmup features, so an algorithm should be 'warmed up' within a few minutes of launching. Once universe selection is tested and ready for prime time you can switch to adding/removing the securities each day in the algorithm instead of manually.
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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.


Thanks Michael,

I am afraid that if I need to manually run my api every day to know which four tickers will return, then stop the algorithm, add them in, and run it again then I could just as well at that point plug the trades into TWS myself.

Looking forward to the universe change feature.

I dont really understand why the algorithm can not just initialize a new ticker as I request to trade it on the fly, especially in live mode ... but then again I am no coding expert.

Thanks for quick reply.
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Hey Daniel,

I completely understand. Running things manually takes the purpose out of automation. I wish it were as easy as just initializing a ticker, but there are various data and synchronization concerns to deal with in backtesting and live.

If your signals are available before midnight for the next day, you could use universe selection to do this. I'll try to write up a demo tonight or tomorrow showing how to load data from an api call each night.
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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.


Yes I can run the API before midnight and get the picks and generate a string array with all the needed tickers.

If you can show me an example code of how to implement this it would be great,

Thanks
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Check this Premium ones, Daniel ! https://www.quandl.com/search?query=VIX

Cheers

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Update Backtest





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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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