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Is it possible to simulataneously run several algorithms though a single Interactive Brokers account, or is a separate account required for each algorithm? Same question about other brokers suported by QuantConnect.
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Alexandre Catarino
Hi Tim,
No, it is not possible.
Quoting Jared Broad's answer on this discussion:
"If two algorithms were operating on a portfolio/cashbook at the same time it would be very difficult to make decisions and maintain state across both portfolios. Because of this we only allow 1 algorithm per brokerage. Additionally, Interactive Brokers only allows one computer to use a login at one time (you can't even login to TWS while QC is trading...)
We currently charge $10 for each additional VPS. You can use these for paper trading or trading on another brokerage.
You could trade on two brokerages (or have 2 separate accounts at 1 brokerage) to solve this problem."
Alternately you can combine all your algorithms into a single one, for example:
private void OnData(TradeBars data) { CallTrendFollowingStrategy(data); CallMeanReversionStrategy(data); CallPairsTradingStrategy(data); } // Logic from your Trend Following Algorithm: private void CallTrendFollowingStrategy(TradeBars bars) { foreach(var bar in bars) { // Your trend following logic here } } // Logic from your Reversion Algorithm: private void CallMeanReversionStrategy(TradeBars bars) { foreach(var bar in bars) { // Your mean reversion logic here } } // Logic from your Pairs Trading Algorithm: private void CallPairsTradingStrategy(TradeBars bars) { // Your pairs trading logic here }Stephan Vanwoezik
if i can't run multi-algos in single account can I port 2 algos into a single algo that both writes short strangles and maintains a dollar nuetral multifactor portfolio? I haven't tried yet, but I have the algos so I'm wondering? thanks.
Alexandre Catarino
Hi Stephan Vanwoezik ,
I am not quite sure what you mean.
Which positions would such an algorithm hold at the same time?
Stephan Vanwoezik
HI Alexandre,
Thanks for responding. The algo would hold equities and sell contracts. My thinking is this: I have a fundemtals based multifactor long only portfolio - it would be nice to be able to use my portfolio as leverage in my options portfolio (writing short strangles).... becuase at present the separate options algo I have is leverererd by the cash in the account, it woul.,d be more optimal to lever it of of equity holdings. So to that effor I've called addUniverse twiceÂ
```
 self.AddUniverse(self.CoarseSelectionStocks, self.FineSelectionStocks)
 self.AddUniverse(self.CoarseSelectionOptions, self.FineSelectionOptions)
```
 ... in my attempt to merge 2 algos, Stock selection is seen by rebalance and I thought onData would see Selected options universe, but I'm having difficulties with OnData seeing anything. Is there an approach you are awsarde of for using AddUniverse multiple times and then shuttling flagged subUniverses to their respective functions? I would also like to add a 3rd short algo to the mix once I can prove out this simplest case.
Â
Stephan Vanwoezik
never mind, I was complicating things... thanks!
Tim Vidmar
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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