Share New Research 
Hi QC community,
I'm trying to backtest a long short strategy on Binance crypto data. I tried two brokerages but nothing worked:
1.
self.SetBrokerageModel(BrokerageName.QuantConnectBrokerage, AccountType.Margin)The error I got was
Backtest Handled Error: Unable to compute order quantity of BTCUSDT. Reason: The cash model does not allow shorting. Returning null.
2.
Another thing I tried was using
self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin)The data I use must be from Market.Binance because it has higher data quality. When I use these two at the same time, I got a strange error
Backtest Handled Error: OrderID: 1 Warning - Code: NotSupported - The minimum order quantity for BTCUSDT is 10. Order quantity was -0.03449
It is ridiculous to ask for the order to be at least 10 BTC so I'd assume something is wrong.
Mak K
Hi Bhuang,
Try putting this in your initialization
If it still doesn't work let me know.
Thanks!
Bhuang
Thanks! To others who are reading this. Mak's solution works with QuantConnectBrokerage and you'd need to specify Market.Binance in the AddCrypto method.
The above solution as it is would essentially implicitly use bitfinex data I believe.
Bhuang
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!