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Multiple Brokers in the same Alpha

Hi !

I'am trying to add forex symbols from Oanda and FXCM in the same Alpha.

But it seems QCAlgorithm choose one, not both. When I Debug, just Oanda data is in Slice.

If I delet Oanda code below, it is FXCM data who take the place.

_EURUSD_fxcm = "EURUSD";
            var EURUSD_fxcm = AddForex("EURUSD", Resolution.Minute, Market.FXCM);
            D1D.Add(_EURUSD_fxcm, new SY1D(EURUSD_fxcm.Symbol, BP1m, RLLWS));

_EURUSD_oanda = "EURUSD";
           var EURUSD_oanda = AddForex("EURUSD", Resolution.Minute, Market.Oanda);
           D1D.Add(_EURUSD_oanda, new SY1D(EURUSD_oanda.Symbol, BP1m, RLLWS));

Backtest runs correctly.

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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 Gmamuze,

Having multiple brokers for data is fine, as long as they don’t share the same pairs. However, getting data for the same pair from two brokerages is not currenlty possible. Please see the attached backtest for reference.

Best,
Shile Wen

1

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.


Update Backtest





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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