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Bhuang INVESTOR

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Hi QC community,

I'm trying to backtest a long short strategy on Binance crypto data. I tried two brokerages but nothing worked:

self.SetBrokerageModel(BrokerageName.QuantConnectBrokerage, AccountType.Margin)

The error I got was

Backtest Handled Error: Unable to compute order quantity of BTCUSDT. Reason: The cash model does not allow shorting. Returning null.

Another thing I tried was using

self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin)

The data I use must be from Market.Binance because it has higher data quality. When I use these two at the same time, I got a strange error

Backtest Handled Error: OrderID: 1 Warning - Code: NotSupported - The minimum order quantity for BTCUSDT is 10. Order quantity was -0.03449

It is ridiculous to ask for the order to be at least 10 BTC so I'd assume something is wrong.

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Bhuang

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Mak K

11.3k Pro ,

Hi Bhuang,

Try putting this in your initialization

security = self.AddCrypto('BTCUSD', Resolution.Daily)





self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin)





security.BuyingPowerModel = SecurityMarginModel(3.3)

If it still doesn't work let me know.

Thanks!

Bhuang

359 Pro ,

Thanks! To others who are reading this. Mak's solution works with QuantConnectBrokerage and you'd need to specify Market.Binance in the AddCrypto method.

The above solution as it is would essentially implicitly use bitfinex data I believe.

Bhuang INVESTOR

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