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Live Trading on Coinbase Pro with Euro Account

Hi,

When backtesting or paper trading, I can set my account balance to 1,000 Euros by using:

self.Portfolio.SetCash(0) # Set USD to 0 since we only have EUR in our account
self.Portfolio.SetCash("EUR", 1000, 1.19) # Set EUR strategy cash with current EURUSD conversion rate

This then shows a positive amount of $1,190 as equity (as you'd expect). 

However, when I depoy to Coinbase Pro (live trading), the equity amount shows as $0 - although I can see the Euro amount in the holdings tab. My Coinbase Pro acount is funded.

I can live with not seeing my account balance in QunatConnect, but am curious as to whether this will affect the operation of the algorithm?

Thanks,

Graeme.

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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.


Hi Graeme,

The algorithm should not be affected, as when trading a Crypto/Euro pair, such as BTCEUR, the Euros in the holdings will be converted between Euros and the crypto. Be sure to remember that a crypto pair like BTCEUR won’t be remembered on the redeploy of the algorithm because it is a virtual position. For more information, please see this thread.

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.


Thanks Shile.

I wasn't certian, so i used the following to ensure it calculates the order vlaue based on my Euro holdings:

 

euroHoldings = self.Portfolio.CashBook["EUR"].Amount
quantity = (euroHoldings / self.Securities["BTCEUR"].Price) * 0.98
self.MarketOrder("BTCEUR", quantity)

I'll read up on virtual positions. 

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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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