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Hi All!
Thank you for taking the time to read this!
I am about to deploy an algorithm to live trading. I had questions on the following functions, if they actually do anything in live trading, or does QuantConnect ignore / use default values for the Live Brokerage selected in the deployment [in my case IBKR]:
- QCAlgorithm.SetStartDate
- QCAlgorithm.SetEndDate
- QCAlgorithm.SetCash
- QCAlgorithm.SetBrokerageModel
- Symbol.SetDataNormalizationMode
- Symbol.SetFeeModel
- Symbol.SetLeverage
Thank you for your feedback!
Corvin
Alexandre Catarino
Hi Corvin Codirla ,
In live mode, the following are not ignored:
- SetBrokerageModel: some of the rules are used to avoid placing orders that will be rejected by the brokerage;
- SetDataNormalizationMode: live data is “raw”, but if your algorithm needs historical data requests, they will returns values according to the data normalization mode;
- SetFeeModel: it will be used to calculate the order quantity if we use order helpers like SetHoldings. However, the algorithm receives the fee from the brokerage and updates the cash book with this value;
- SetLeverage: we can set different leverage, but it will create a mismatch between the buying power in the algorithm and given by the brokerage. If the value is greater than the leverage allowed by the brokerage, the orders will pass the validations in LEAN but can be rejected by the brokerage.
Corvin Codirla
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