Assign trades / positions to strategies

[younggotti]

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

 

[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.

 

[newwurldmn]

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

i do this in excel.

 

[ValeryN]

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

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.