Can't short on local lean by 'self.SetHoldings'

Hi Frank,

This is usually due to:

1- Lack of setting your brokerage with self.SetBrokerageModel().

2- Lack of setting leverage with SetLeverage() on the Security object returned by AddCrypto(). Many put 3.3 as leverage.

3- You should not use SetHoldings with crypto as it does not handle the cashbook accurately (it was designed for equities). You should compute order quantity using the CashBook.

Check out this thread - it might help.

Fred

P.S. I'm surprised it worked in the cloud however if you are not doing the above.

Hi Fred

Thanks for your reply;

I have modify my code as you advice as below， but still can't run well; Is there still something wrong?

from AlgorithmImports import *

class ConsolidatedIndicators(QCAlgorithm):
   def Initialize(self):
       self.SetTimeZone("UTC")  #
       self.SetStartDate(2021, 1, 1)
       # self.SetEndDate(2022, 3, 2)
       self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
       self.SetAccountCurrency("USDT")
       self.SetCash(100000)
       self.SetBenchmark(Symbol.Create("BTCUSDT", SecurityType.Crypto, Market.Binance))
       self.symbols = {'BTCUSDT': 'BTCUSDT', 'ETHUSDT': 'ETHUSDT', 'BNBUSDT': 'BNBUSDT',
                       'XRPUSDT': 'XRPUSDT', 'ADAUSDT': 'ADAUSDT', 'DOTUSDT': 'DOTUSDT', 'MATICUSDT': 'MATICUSDT',
                       'LINKUSDT': 'LINKUSDT', 'FILUSDT': 'FILUSDT', 'LTCUSDT': 'LTCUSDT'}
       coins = list(self.symbols.keys())
       for si in coins:
           try:
               add_one = self.AddCrypto(si, Resolution.Daily, Market.Binance)
               add_one.SetLeverage(3.3)
               self.Securities[si].SetFeeModel(CustomFeeModel())
           except:
               self.symbols.pop(si)
               self.Log(f"can't load {si}")
   def OnData(self, data):
       if not self.Portfolio.Invested:
           # self.SetHoldings('ETHUSDT', 0.1)
           self.MarketOrder('ETHUSDT', -0.1)

Hi Frank/South wind,

Here are some modifs:

from AlgorithmImports import *

class ConsolidatedIndicators(QCAlgorithm):
   def Initialize(self):
       #self.SetTimeZone("UTC")  #
       self.SetStartDate(2021, 1, 1)
       # self.SetEndDate(2022, 3, 2)
       # In OnData, it looks like you want to short so you need a margin
       self.SetBrokerageModel(BrokerageName.Binance, AccountType.Margin)
       self.SetAccountCurrency("USDT")
       self.SetCash(100000)
       self.SetBenchmark(Symbol.Create("BTCUSDT", SecurityType.Crypto, Market.Binance))
       tickers = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'ADAUSDT', 'DOTUSDT', 'MATICUSDT', 'LINKUSDT', 'FILUSDT', 'LTCUSDT']
       self.symbols = [Symbol.Create(t, SecurityType.Crypto, Market.Binance) for t in tickers]
       #coins = list(self.symbols.keys())
       # [*self.symbols] is more advanced but it copies self.symbols in a very fast way even for huge lists
       # It seems you understood that you cannot modify a list you are iterating on - good!
       for si in [*self.symbols]:
           try:
               add_one = self.AddCrypto(si, Resolution.Daily, Market.Binance)
               add_one.SetLeverage(3.3)
               # Guessing CustomFeeModel is implemented
               self.Securities[si].SetFeeModel(CustomFeeModel())
           except:
               # This branch should not be taken
               self.symbols.pop(si)
               self.Log(f"can't load {si}")
   def OnData(self, data):
       # You need more verifications here - refer to the doc, the tutorials, etc.
       # Of course, this is a very preliminary OnData method :)
       if not self.Portfolio.Invested:
           # self.SetHoldings('ETHUSDT', 0.1)
           self.MarketOrder('ETHUSDT', -0.1)

So, just modifs to what you've done. I don't know exactly which of the problems you wanted to solve ("but still can't run well") but I hope it helps.

Fred