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As far as I can tell PortfolioConstruction and SetExecution are not supported for trading Crypto on GDAX correct?
Seems to stem from GDAX disabling margin as per this line:
https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Framework.cs#L79
Thanks!
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Derek Melchin
Hi Philipp,
Correct. When trading crypto, we should manually calculate the order sizes. This technique is demonstrated in the BasicTemplateCryptoAlgorithm.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Philipp Cannons
Ah, that's too bad! Was getting pumped about using the framework. :)
But thank you for the quick response.
Best, Philipp
Philipp Cannons
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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