Assign trades / positions to strategies

Discussion in 'Interactive Brokers' started by younggotti, Sep 10, 2021.

  1. Hi,
    with my IB account I implement two different strategies. Is there a way to assign each trade (or position) to one of the two strategies, so that I can easily calculate the performance of the two strategies?

    I know that the easy way would be to open two accounts under the same name/userID, but that would mean having separate margin calculations, which I want to avoid.

    Any ideas?
    Thanks
     
  2. tomorton

    tomorton

    A simple way - but which might not be available to you due to regulatory restrictions on brokers - would be use strategy A for longs and strategy B for shorts. This might skew results so after a test period, reverse the directions for A and B trades for a similar period.

    I have also sometimes sized my positions according to the strategy so its very obvious which were A trades and which were B.
     
  3. newwurldmn

    newwurldmn

    i do this in excel.
     
  4. ValeryN

    ValeryN

    There is Ref. field you can fill for each order. Put anything you want there like a strategy name. Works for both API and TWS.