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Backtesting with SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

Due to the whole GDAX account type needing to be cash for live trading, I would like to make sure my backtests are also ran on the cash model.  I understand the default is margin, so I use:

SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

during the backtests.  Yet, this causes the backtest to take an extremely long time to run and it also produces completely different results than it would if I were to just leave the line of code out of the backtest.  Any recommendations on how to address the speed, as well as, the result variation?  If the default is margin, can I just set the margin to 1 in the SetBrokerageModel and this would basically imply "cash" model?  If so, how can I set margin to 1?

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There's no reason this should change the backtesting speed.

Please share your algorithm for more specific assistance.

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I'm getting the same thing without the speed. With the SetBrokerageModel set to gdax and cash account my stragey is producing results nowhere near what it does if this line is omitted

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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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