Strategy Portfolio

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

A single strategy portfolio can simultaneously run an unlimited number of separately funded portfolio accounts, such that each automated trading account has its own:

1. Trading strategy script to invest the account funds.
2. Position sizing script to set order sizes.
3. Commission script to calculate the brokerage commission.
4. Fill engine script to simulate order fills.
5. Chart layout to initialize the layout of the account symbol charts.
6. Data source to supply historical and real time data bars.
7. Symbol list that defines the symbols traded by the account.
8. Brokerage account to process live orders.

The portfolio also accepts its own settings, which include:

1. A money management script to distribute funds between the portfolio accounts.
2. A risk management script that can cancel or modify orders based on portfolio level risk tolerance.
3. A tax system script to calculate capital gains taxes.
4. An optimization script to optimize various script parameters.

The portfolio can be run in four different modes:

Backtesting mode
The backtesting process 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.

Optimization mode
The optimization process backtests the portfolio again and again while trying various parameter settings.

Simulation mode
The simulation process is similar to the backtesting process, except that it runs the portfolio using current market data.

Live mode
The live process is similar to the simulation process, except that it runs the portfolio using real brokerage providers for live order processing.