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The following attaches my prelimilary code, I also used framework from another person who posted his/her code in one discussion. I wonder why the purchase of ETH using BTC would be invalid in all of the cases. Under Orders in backtesting page, I saw "Price Quantity" is like 5303 and I don't get what that means. Can someone help me understand it? I thought the price of "ETHBTC" should be around 0.2?
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Hi Junyi,
We recommend manual calculations for orders of crypto currencies. Please note, because of brokerage limitations, a small portion of the BTC needs to be withheld from being converted. I’ve shown to do manual calculations for crypto in the attached backtest.
Best,
Shile Wen
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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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