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How would I go about setting up a test that would trade LTC for BTC and BTC for LTC?
My attempts thus far have failed.
Here's my last code snippet:
public override void Initialize()
{
SetStartDate(2017, 1, 1); //Set Start Date
SetEndDate(2018, 3, 1); //Set End Date
//SetCash(3100); //Set Strategy Cash
//SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
AddSecurity(SecurityType.Crypto, symbol, TimePeriod);
security = Securities[symbol];
foreach (Security s in Securities.Values)
{
s.FeeModel = new CustomFeeModel();
}
Portfolio.CashBook.Add("BTC",1.3m,1);
Portfolio.CashBook["BTC"].AddAmount(1.2m);
}
John Schwartz
Getting this error
Backtest Handled Error: ETHBTC: requires BTC to have a non-zero conversion rate. This can be caused by lack of data.
John Schwartz
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