diff --git a/catalyst/examples/buy_the_dip_live.py b/catalyst/examples/buy_the_dip_live.py
index 18a33fb6..e992dbe8 100644
--- a/catalyst/examples/buy_the_dip_live.py
+++ b/catalyst/examples/buy_the_dip_live.py
@@ -1,5 +1,6 @@
+import talib
 from logbook import Logger
-from catalyst.utils.run_algo import run_algorithm
+
 from catalyst.api import (
     order,
     order_target_percent,
@@ -7,10 +8,7 @@ from catalyst.api import (
     record,
     get_open_orders,
 )
-from catalyst.errors import ZiplineError
-from catalyst.exchange.exchange_utils import get_exchange_folder, \
-    download_exchange_symbols, get_exchange_auth
-import talib
+from catalyst.utils.run_algo import run_algorithm
 
 algo_namespace = 'buy_the_dip_live'
 log = Logger(algo_namespace)
@@ -48,8 +46,10 @@ def _handle_data(context, data):
         buy_increment = 50
     elif rsi <= 40:
         buy_increment = 20
-    else:
+    elif rsi <= 70:
         buy_increment = 5
+    else:
+        buy_increment = None
 
     cash = context.portfolio.cash
     log.info('base currency available: {cash}'.format(cash=cash))
@@ -84,23 +84,14 @@ def _handle_data(context, data):
             )
         )
 
-        # if position.amount > 0:
-        #     order_target_percent(
-        #         asset=context.asset,
-        #         target=0,
-        #         limit_price=price * (1 - context.SLIPPAGE_ALLOWED),
-        #     )
-        #     log.debug('liquidated the position')
-        #     return
-
         if position.amount >= context.TARGET_POSITIONS:
             log.info('reached positions target: {}'.format(position.amount))
             return
 
         if price < cost_basis:
             is_buy = True
-        elif position > 0 and \
-                (price > cost_basis * (1 + context.PROFIT_TARGET) or rsi > 70):
+        elif position.amount > 0 and \
+                price > cost_basis * (1 + context.PROFIT_TARGET):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
diff --git a/catalyst/exchange/algorithm_exchange.py b/catalyst/exchange/algorithm_exchange.py
index 72c46cf5..00d90b8b 100644
--- a/catalyst/exchange/algorithm_exchange.py
+++ b/catalyst/exchange/algorithm_exchange.py
@@ -130,7 +130,6 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         execution_closes = \
             self.trading_calendar.execution_time_from_close(market_closes)
 
-
         return ExchangeClock(
             self.sim_params.sessions,
             execution_opens,
@@ -141,6 +140,12 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         )
 
     def _create_generator(self, sim_params):
+        if self.perf_tracker is None:
+            self.perf_tracker = get_algo_object(
+                algo_name=self.algo_namespace,
+                key='perf_tracker'
+            )
+
         # Call the simulation trading algorithm for side-effects:
         # it creates the perf tracker
         TradingAlgorithm._create_generator(self, sim_params)
@@ -271,13 +276,6 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         if not self.is_running:
             return
 
-        if self.minute_perfs is None:
-            perfs = get_algo_object(
-                algo_name=self.algo_namespace,
-                key='minute_perfs'
-            )
-            self.minute_perfs = perfs if perfs is not None else []
-
         self._update_portfolio()
 
         transactions = self._check_open_orders()
@@ -309,8 +307,8 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         try:
             save_algo_object(
                 algo_name=self.algo_namespace,
-                key='minute_perfs',
-                obj=self.minute_perfs
+                key='perf_tracker',
+                obj=self.perf_tracker
             )
         except Exception as e:
             log.warn('unable to save minute perfs to disk: {}'.format(e))
@@ -318,7 +316,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         try:
             save_algo_object(
                 algo_name=self.algo_namespace,
-                key='portfolio',
+                key='portfolio_{}'.format(self.exchange.name),
                 obj=self.exchange.portfolio
             )
         except Exception as e:
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 4f8c3640..649b45a3 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -268,6 +268,7 @@ class Exchange:
                 sleep_time = random.uniform(0.5, 0.8)
                 sleep(sleep_time)
                 # TODO: This does not always! Why is that? Open an issue with zipline.
+                # See: https://github.com/zipline-live/zipline/issues/26
                 value = self.minute_reader.get_value(
                     sid=asset.sid,
                     dt=dt,
@@ -281,13 +282,13 @@ class Exchange:
             if field not in ohlc:
                 raise KeyError('Invalid column: %s' % field)
 
-            df = pd.DataFrame(
-                [ohlc],
-                index=pd.DatetimeIndex([dt]),
-                columns=['open', 'high', 'low', 'close', 'volume']
-            )
-
             if self.minute_writer is not None:
+                df = pd.DataFrame(
+                    [ohlc],
+                    index=pd.DatetimeIndex([dt]),
+                    columns=['open', 'high', 'low', 'close', 'volume']
+                )
+
                 try:
                     self.minute_writer.write_sid(
                         sid=asset.sid,
diff --git a/catalyst/exchange/exchange_portfolio.py b/catalyst/exchange/exchange_portfolio.py
index f0e076ce..ded8a2a4 100644
--- a/catalyst/exchange/exchange_portfolio.py
+++ b/catalyst/exchange/exchange_portfolio.py
@@ -7,6 +7,15 @@ log = Logger('ExchangePortfolio')
 
 
 class ExchangePortfolio(Portfolio):
+    """
+    Since the goal is to support multiple exchanges, it makes sense to
+    include additional stats in the portfolio object.
+
+    Instead of relying on the performance tracker, each exchange portfolio
+    tracks its own holding. This offers a separation between tracking an
+    exchange and the statistics of the algorithm.
+    """
+
     def __init__(self, start_date, starting_cash=None):
         self.capital_used = 0.0
         self.starting_cash = starting_cash