Hi,
is there a way to backtest on BTCEUR and then trade on GDAX?
If I try running a backtest I receive the following error message
Failed to initialize algorithm: Initialize(): Python.Runtime.PythonException: Exception : The GDAX brokerage does not currently support Margin trading.
It does nevertheless work on BTCUSD, so that is why I was wondering.
Thanks for the help!
Philip Oedi
Hi Benjamin,
many thanks for the answer! Adding self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash) solved the error from above.d the error from above. I now nonetheless run into the problem that no orders are trigger.
I believe that the reason for this is that the account currency and thus the starting cash is set to USD and not to EUR. Is there any way to change this to EUR?
Best,
Philip
Jared Broad
we cannot give an ETA at this time.
Some users work around it with the comments above.
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Philip Oedi
I definitley agree on the point you're making that this is a big drawback.
The work around works, but is not an optimal solution and hope that this will be available soon.
Sharing a strategy using EUR as a base security would be helpful to see anyway.
Philip Oedi
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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