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.

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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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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