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multiple algorithms running and the position and account object
Peter Bakker
edited Dec 16, 2014

Hi,

I want to run multiple strategies on the same account. I need to make sure that the algo's don't sell eachothers holdings but that's easy with a custom object. The main question is that I would like to know how much profit an algo has generated and it would be awesome if I could use context.portfolio.capital_used or context.portfolio.initial_cash+context.portfolio.pnl to make sure the algo trades in its "own" universe.

So....

does the portfolio object refer to the total portfolio in and outside the defined universe or does it refer to the portfolio in relation to the defined universe?

Any answers and/ or tips how to force this? I dont want to rebuild the logic of the backtester to separate the algo's....

cheers, Peter

1 response
Jessica Stauth
Dec 16, 2014

Hi Peter,

Quantopian does not currently support running multiple algos in a single account. I believe we have it set up so that once your account is being used by one algorithm it will be greyed out and not available from your 'account menu' when you go to deploy a new algo. Because of the way we update your algorithm's knowledge of the state of your portfolio, open and filled orders there is a high potential for unintended behavior from algos that are deployed against the same account based on our testing.

Our suggestion if you have multiple strategies you'd like to run is to leverage IB's sub-account structure and create an additional, dedicated sub-account for each algorithm.

Best regards,
Jess

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.