I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as expected.
When I set even empty security intializer, its behaviour change and, in one of sample algorithms no order can be completed with shorting errors:
Unable to compute order quantity of XRPBTC. Reason: The cash model does not allow shorting. Returning null.But with marging account shorting should be enabled (and without self.SetSecurityInitializer(self.CustomSecurityInitializer) it actually works).
Do I miss sometithing? Should security initializers work normally for cryptocurrency algorithms?
Derek Melchin
Hi Oldrich,
Security initializers work with cryptocurrencies. However, shorting crypto involves overriding the default buying power model. Refer to this related thread for an example algorithm.
Best,
Derek Melchin
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Oldrich S
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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