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Q live trading transactions don't add up
Brian McRae
posted Sep 14, 2015
Seeking Help

Hey all,

Pretty new here and am a bit confused about the results of Q paper trading here:

I started Q live trading with the algo at the beginning of last week (9/8) with 10k cash hypothetical. Based on these transactions it looks like it bought VXX with all available cash as the first transaction, I'm confused as to where the XIV position came into play. I see no buys of the security (nor any sales of VXX) yet XIV seems to be the only position I hold.

Ran a backtest using identical algo/trading range and came up with this:

These transactions are different but result in the same single position being held as in the live trading example. Could it be some type of display error in live trading?

2 responses
Dan Dunn
Sep 15, 2015

If this is a Quantopian-paper account, I'm baffled. There's something wrong there, based on the screenshots. Please contact us at [email protected] with the algorithm's URL so we can dig into it.

If this is connected to your IB paper account, this would be explained if your IB paper account already had positions. When Quantopian connects to IB, whether it's paper or real money, Quantopian downloads all of your current positions. Those don't have corresponding orders.

Disclaimer

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.

Alisa Deychman
Sep 15, 2015

Brian, going on a hunch here, does your algorithm use Fetcher? I suspect it does, and your CSV file is changing day-to-day. It's important in live trading (on Quantopian paper trading or with IB) that your historical contents of the CSV remain unchanged. If you want to add new data, that's perfectly fine, simply append it to the bottom of the file and keep a growing document. We don't keep a copy of your file on our servers and the historical CSV needs to remain unchanged so the algo can correctly pick up its positions from the previous day.

If you want us to dig more into the algo, then as Dan suggested, shoot us an email and we can take a closer look.

Disclaimer

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.

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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.