I just tried repurposing a simple algorithm that was running on Coinbase Pro. Since Coinbase Pro has limited symbols to trade I opened an account on Bitfnex in order to trade deeper into the available pool cryptocurrencies.
Lesson learned: I think the Bitfnex price data is off. Instead of trying to troubleshoot where the error was coming from, I just changed my price feed to GDAX while trading on Bitfnex.
SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash);
//loop through our list of symbols and add them to the subscription manager
foreach (var symbol in CryptoSymbols)
{
var crypto = AddCrypto(symbol, dataRes, Market.GDAX);
Data.Add(symbol, new SymbolData(crypto.Symbol, crypto.BaseCurrencySymbol));
}
Thoughts?
Derek Melchin
Hi OkiTrader,
We recommend matching the data provider with the brokerage model. The above might work in a backtest, but not in live trading. We encourage users to submit a data issue whenever some of the data is found to be incorrect.
Best,
Derek Melchin
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OkiTrader
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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