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Now that IB has announced they are allowing bitcoin trading, is there an example I can clone using IB or possibly in the works?
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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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Unless I am mistaken they aren't allowing bitcoin trading, they are allowing bitcoin futures trading, which is a very different thing. Even if they were up to date QuantConnect wouldn't have more than a few days worth of bitcoin futures historical data to backtest with at this point.
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At the moment, crypto-currency live trading is only supported with GDAX. Bitfinex is next.
Here is the link confirming that IB will only support futures:
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Is there a demo example for this? Also how would I modify this class to use
Crypto instead of Equity. Is there a Crypto object in the latest release
of Lean?
public class Equity
{
public OrderTicket LimitOrderTicket { get; set; }
public OrderTicket MarketOrderTicket { get; set; }
public Symbol EquitySymbol { get; set; }
public LimitOrder LimitOrder { get; set; }
public MarketOrder MarketOrder { get; set; }
public ExponentialMovingAverage EMASlow { get; set; }
public ExponentialMovingAverage EMAFast { get; set; }
public MovingAverageConvergenceDivergence MACD { get; set; }
public bool HoldingAllPositions { get; set; }
public decimal Price { get; set; }
public decimal High { get; set; }
public decimal Low { get; set; }
public int Quantity { get; set; }
public bool OrderFilled { get; set; }
public bool MarketBuyOrderExecuted { get; set; }
public bool MarketSellOrderExecuted { get; set; }
public Equity(string symbol)
{
this.OrderFilled = false;
this.MarketBuyOrderExecuted = false;
this.MarketSellOrderExecuted = false;
this.EMAFast = new ExponentialMovingAverage(9);
this.EMASlow = new ExponentialMovingAverage(200);
this.EquitySymbol = Symbol.Create(symbol, SecurityType.Equity,
Market.USA);
}
}
Crypto instead of Equity. Is there a Crypto object in the latest release
of Lean?
public class Equity
{
public OrderTicket LimitOrderTicket { get; set; }
public OrderTicket MarketOrderTicket { get; set; }
public Symbol EquitySymbol { get; set; }
public LimitOrder LimitOrder { get; set; }
public MarketOrder MarketOrder { get; set; }
public ExponentialMovingAverage EMASlow { get; set; }
public ExponentialMovingAverage EMAFast { get; set; }
public MovingAverageConvergenceDivergence MACD { get; set; }
public bool HoldingAllPositions { get; set; }
public decimal Price { get; set; }
public decimal High { get; set; }
public decimal Low { get; set; }
public int Quantity { get; set; }
public bool OrderFilled { get; set; }
public bool MarketBuyOrderExecuted { get; set; }
public bool MarketSellOrderExecuted { get; set; }
public Equity(string symbol)
{
this.OrderFilled = false;
this.MarketBuyOrderExecuted = false;
this.MarketSellOrderExecuted = false;
this.EMAFast = new ExponentialMovingAverage(9);
this.EMASlow = new ExponentialMovingAverage(200);
this.EquitySymbol = Symbol.Create(symbol, SecurityType.Equity,
Market.USA);
}
}
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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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