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I am planning to run backtests locally using custom future data. Is it possible to connect the custom data to the corresponding continuous future object that is returned when running for example self.AddFuture(Futures.Currencies.BTC)? That way I can buy and sell on one of the underlying contracts. Would it require US Futures Security Master (Algorithmic Trading Platform - QuantConnect.com) ?
If it is not possible, do I simply buy and sell directly on the symbol I define in my custom data? How are initial margin taken into account?
Haakon
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