Back

Is margin trading on backtesting possible?

Hello all,

I've searched for topics but could not find relevant info.

I am wondering if we build margin trading strategies while in backtesting with a bitfinex account?

If not, what are the possible ways to do that using lean or etc.

Thanks in advance!

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.


Hi Kaan,

It is possible to trade cryptocurrencies with margin for Bitfinex. We will need to set our brokerage model to Bitfinex, which supports margin accounts

#In Initialize

self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin)

self.AddCrypto("BTCUSD", Resolution.Minute, Market.Bitfinex)

We can also set the leverage for that security.

# In Initialize

# 3x Leverage
self.Securities["BTCUSD"].SetLeverage(3)

Now we can short and use leverage when trading cryptocurrencies. Learn more in the documentation on brokerage models.

Best
Rahul

2

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.


Loading...

This discussion is closed