Strategy Portfolio

The IQBroker trading platform is a platform for developing, backtesting, optimizing and executing a portfolio of trading systems. A strategy portfolio can simultaneously process multiple stocks, futures and FOREX trading strategies each with its own separate settings and execution environment.

A single strategy portfolio can simultaneously run an unlimited number of separate portfolio accounts, each with its own funds and its own trading strategy script to invest it. In addition to the account funds and trading strategy script, each account is also assigned its own data source, symbol group, position sizing script, commission script, slippage script and brokerage account.

The portfolio also accepts its own settings, which include a money management script to distribute funds between the accounts, a tax system script to calculate capital gains taxes and an optimization script to optimize script parameters.

Once a strategy portfolio is setup, the IQBroker platform can backtest it and optimize it on historical market data. The backtesting simulation generates a detailed list of all the simulated orders, trades, positions, cash transfers and tax transactions in addition to very detailed performance statistics and financial charts.

After backtesting and optimizations, a high performance strategy portfolio can be switched from simulation mode to live mode, in which each portfolio account connects to a brokerage provider for real order processing. A live strategy portfolio is executed by the exact same engine used during a simulated strategy portfolio, the only difference being that orders are actually executed by a real broker.