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Hedging on CFD instruments

Hi guys,

This question has been asked here:

https://www.quantconnect.com/forum/discussion/413/is-hedging-allowed-at-quantconnect/p1

but my question relates to the CFD and FOREX instrument classes specifically.

Is hedging allowed (buy and sell orders executed at market) on the same FOREX and CFD instrument?

Alternatively- if I create my own CFD market, does LEAN allow holding a LONG and SHORT position (in the same instrument) at the same time?

Many thanks.

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No LEAN does not allow taking long and short positions on the same asset.

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Hi Jared,

Thanks for the reply.

Is this something that could be 'relatively' easily modified in the LEAN engine? i.e for markets where FIFO rules may not apply (such as non physical markets i.e CFD derivates/Spot FX)?

Appreciate any help possible.

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It can't be easily applied. We average portfolio positions. Hedging

requires tracking each individually
0

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.


Update Backtest





0

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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