Hi there!
I was confused in making Short position by "SetHoldings(_symbol, -1.0);"
As you can see in the report below, there're only Long positions and liquidations. No Short positions.
How can I fix it?
Thanks!
Hi there!
I was confused in making Short position by "SetHoldings(_symbol, -1.0);"
As you can see in the report below, there're only Long positions and liquidations. No Short positions.
How can I fix it?
Thanks!
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there is no short position .......
i've heard its not available
You can only buy with the currency you have available in your portfolio. GDAX is a cash-only, long-only brokerage and doesn't support margin trading at this time.
Thanks for your reply. I found out that I can backtest Short postions by using Long positions with sign "-" at the results ))
Artem Dyner, how exactly did you backtest short positions?
GDAX is a non-margin, cash-only brokerage, which means that it is not possible to put on a short position.However, it is possible to use data from Quandl for research and to conduct a theoretical backtest, where short positions are allowed.
I've attached a backtest where I retrieve BTCUSD data from the exchange BITFINEX, using Quandl. The algorithm puts on a short position when the price is lower than the lower Bollinger Band and liquidates the position when the price crosses the middle Bollinger Band.
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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