Redeploying an Algorithm: GDAX Average Price by ThatBlokeDave

ThatBlokeDave

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Hello All,

I need to redeploy and algorthm after making some tweaks. I would prefer to try and continue where I left off. Is there a way to manually override the strategy average price, starting capital etc?

I guess this could be broker specific as there is no concept of a "position" on crypto exchanges when not using leverage.

When redploying, the strategy has my latest holdings but the intended exit for those holdings was calcuated from the average price.

One method I was thinking was to add a parameter for the average price before termination. Then incorporate that in the calcuation. Is there a better method?

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ThatBlokeDave

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Jared Broad

>I guess this could be broker specific as there is no concept of a "position" on crypto exchanges when not using leverage.

Precisely, we cover this a lot in the discussions about crypto. Sadly until the brokerage starts saving the positions and returning them to us its impossible for QuantConnect to record them.

I'd recommend making a REST service and saving the current holdings.

ThatBlokeDave

304 ,

Thanks @Jared Broad!

So if I implement a workaround, is there a way to overwrite the average price manually from within the script?

Jared Broad

You can set the cash ledger of holdings on launching the algorithm. See this example of SetCash optional arguments.

Your question is actually - how do you reset virtual positions. Holdings are inside each security class and accessed via the Securities helper.

You can set the quantity of a virtual position like the demonstration below because it has a public setter.

Securities["BTCUSD"].Holding.Quantity = 1000

ThatBlokeDave

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