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Maximum number of symbols traded for a strategy

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    Maximum number of symbols traded for a strategy

    Hi,
    Could you please let me know an effective limit for the maximum number of symbols that can be traded by a single strategy?

    E.g., assuming I have enough CPU power and great internet connection to broker, would my strategy be able to trade 5, 10, 50, 100 symbols simultaneously?

    Thank you.

    #2
    Alex, could unfortunately not give you a hard limit here - it would be individual to the setup, however have seen cases where customer used 50+ symbols just fine.

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      #3
      Bertrand, how about 500-700 symbols?

      Is it possible on a high-end machine in live environment? With COBC=True (1 min bar)? With COBC=False?

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        #4
        Alex, it's hard to generalize - however on a powerful setup with optimized code (especially for COBC false) I don't see why the #'s I've previously shared shouldn't be able to get exceeded.

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