Hi Guy's
I have an other odd requests. Basically I like to build hedging strategies. These are are supporting in the FX market (Except the US). Also support in MT4. However QC does not appear to support hedging.
Futures and TradeStation does not support hedging. However how I get around it is I have between two and four accounts. With between two and four strategies each connected to a separate account. Where each strategies is communication with the other strategies and a fund re-balancing program. Thus allowing some strategies only opening long positions and some strategies only opening short positions. The net result being a hedge strategy.
The thing that make it work is the Windows COM communication between the strategies and my custom accounts re-balancing.
I am wondering if under QC the I can run multiple strategies on multiple accounts and is there a way to have the strategies communicate with each other?
Thinking about this this will get me around another limitation with you platform. We you can not have a raw and adjusted data feed from the same asset. This you could have the Options trades being performed on the raw and the Technical Analysis being performed on the Adjusted.
Yuri Lopukhov
QC has ObjectStore that you can use to transfer data between algorithms: https://www.quantconnect.com/docs/v2/writing-algorithms/object-store
When you are forced to use Raw prices you can catch Split and Dividends events in OnData handler and adjust data for indicators manually I suppose. Not a simple topic though.
Jared Broad
It should be possible for us to keep the running price in all formats. Its all raw under the hood. The adjustment math is done deep in the data feed though we'd just have to get the adjustment factor to the surface.
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Jackson Dude what is the reasoning for not combining the multiple strategies into a single one on quantconnect?
Jackson Dude
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