Hi,
I am new to QuantConnect, trading algos, and python in general. I am trying to test out a simple EMA crossover strategy for cryptocurrencies to gain more famliarity.
I am using the below code to set the brokerage model:
self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
After backtesting my algo, you can see that it had 383 total trades but only $67.09 in fees. Is this correct? Am I missing something?
Thanks!
Alexandre Catarino
Hi Daniel ,
QuantConnect/Lean uses a constant fee rate of 0.25% (Taker) and 0.15% (Maker) that Coinbase Pro applies for a 30-day volume of $50k - $100k
var fee = unitPrice * order.AbsoluteQuantity * feePercentage; // where feePercentage is either 0.0025 or 0.0015
You can download the orders file for that backtest and apply this formula to verify the result.
Daniel
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