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Stopping and Starting Algorithms
David Edwards
posted Feb 4, 2014

I am curious about how to change parameters, increase capital amounts, or update anything in an algorithm that is already live trading.

If an algo is killed when the market is closed, updated, and started again to resume trading in the morning, I assume that it will be treated as a new algo being initialized for the first time. Will this create incongruities in the positions held in the account and the positions that the new instance believes it has?

Most trading strategies will require some type of periodic maintenance updates. I would like to be able to make changes and maintain continuity in all the account positions. It would be a shame to pay commissions on exiting positions and having the algo buy back in just so that all the positions jive.

Are there any plans or discussions about having some type of maintenance update protocol?

3 responses
Simon Thornington
Feb 4, 2014

Graceful restart and discovery of current state is a pain point for algo design, that's for sure.

Alisa Deychman
Feb 4, 2014

Hi David,

After market close if you stop your algo, tinker around, and relaunch in the morning, we will handle all the incongruities for you. You are free to make any changes you wish to the algo during non-market hours. Your changes will be implemented upon relaunch in the morning. Every time we start a live algo, we load the cash and positions from IB, so we handle the fact that there was already an algo running once. The only caveat is your returns/stats are tracked per algo version. If you start your algo in January and update in February, your returns will only reflect the February trading results. We'd definitely like to make this more seamless in the future!

Cheers,
Alisa

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David Edwards
Feb 4, 2014

Thanks Alisa, thats exactly what I was hoping to hear.

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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.