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Hi everyone!
When a live-trading algorithm gets redeployed, my understanding is that everything gets reset.
Assuming I'm live-trading with my IBKR account and my algorithm runs all of its stocks in minute resolution with universe selection and I'm using QuantConnect's data as my data feed, I have 2 questions:
- My indicators are warmed up with minute resolution history data, assuming that my algorithm is redeployed at 3:22 pm EST, will history data have history data up till 3:21 pm EST, or will the history data only contain data up till 3:00 pm EST?
- What should I do if my IBKR account already holds onto “GOOGL” stock but universe selection did not filter down “GOOGL”?
Best regards
Cheng Li
Mak K INVESTOR
Hi Li,
In this case would “GOOGL” be a personal holding or something that was held by your algorithm before it was terminated and re-deployed?
If the latter is the case, would it not being in the new fine mean that your algorithm would liquidate “GOOGL” or not?
Thanks!
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Cheng Li
Hi @Mak k, It turns out that universe selection will not filter out assets that you're invested or have open orders in!
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.
Mak K INVESTOR
Hi Li Cheng ,
Thanks for the update, I was not aware of that, so good to know!
Is your problem solved then or do you still need help?
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.
Cheng Li
I still need help for the first question though, not sure how that works
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.
Mak K INVESTOR
I see,
In your scenario when is the algorithm started and terminated? I see you saying when it would be redeployed but not the other two things I just mentioned.
Thanks!
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.
Cheng Li
Hi @Mak K, sorry I might have formulated my question vaguely.
Assuming that my live-trading algorithm gets terminated at 3:00 pm EST, and it gets redeployed at 3:22 pm EST, will minute resolution historical data contain all data up till 3:22 pm EST, or will historical data only contain history data up to the hour (i.e. 3:00 pm EST)?
I need this information to make sure that my indicators are warmed up correctly.
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.
Fred Painchaud
Hi Li,
You'll say DAMN YOU FOLKS! 😊
I'm adding another question on top of Mak's. At 3:22 pm EST, does your algo call History or not?
Fred
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.
Cheng Li
Hi Fred,
My algorithm will make a history call because it manually warms up its indicators with history data.
Best regards
Cheng
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.
Cheng Li
Hi Varad,
Thank you for the information! You just answered a question of mine that I've been wondering for awhile.
Best regards!
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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