Multiple strategies.

[sprks7979]

Hey all, I have a strategy that I am pleased with during sim and am going to take it live. I have multiple accounts. Will it be ok to run this strategy from the strategy panel, once per account on the same instrument. ie. I have 5 accounts, and would like to run my strategy on the NQ 5 different times. I know I shouldnt run multiple strats on the same account and same symbol but hoping to be able to run same symbol on separate accounts. Any idea how/if this would be effected by lag? I have tried a few copiers but cant get them to have even close to the same outcome over 5 accounts.

Thanks

[QuantKey_Bruce]

There is no specific problem with running five strategies on five accounts (one per account) each on the same symbol but different time frames.

Lag (between the instances) would largely be a function of your computer speed and what your strategy is calculating. Usually, for most strategies, this is not noticeable, but there could be exceptions.

You also have to think about liquidity (especially if it is outside of regular trading hours or if you are trying to enter at turning points or during strong momentum moves) and whether price will get away from you before all five can get filled.

[sprks7979]

QuantKey_Bruce Thanks for the info. you mention its fine but on different time frames, would running multiple of the same timeframe be a huge issue. My concern is that my strat works well on one specific tiimeframe and candle but not others so ideally I would want to run multiple accounts with the same timeframe/candle. Also, i dont think liquidity is an issue, I trade the NQ during NY hours.

[QuantKey_Bruce]

No, there is no specific issue with this other that I am aware of - just the generalized concerns I listed such as how long it takes to process, available liquidity and your place in the queue, etc.

[NinjaTrader_BrandonH]

Hello sprks7979,

Thanks for your notes.

Yes, you can run the strategy on the same instrument on multiple accounts and as QuantKey_Bruce stated there is no specific problem with running 5 strategies on 5 different accounts (one per account).

The possibility of encountering lag when running 5 strategies on 5 accounts is dependant on the complexity of the strategy and the number of resources it uses compared to your computer specifications. Generally, 5 strategies could be run simultaneously without an issue, however, this depends on the resources used by the strategy.