QuantConnect Back Testing Bitcoin Trading Algo 1,266% Returns (C#)

Copy of the Back Test Code: In this video I explore how I use QuantConnect to back test a specific algorithm I have been thinking of. I explain how the code…


  1. I copy pasted into QuantConnect, and its giving different results, the same number of trades but with a smaller number of wins – 54% instead of 58%. The chart looks different, there is no ramp up at the end. Did anything change at QuantConnect?

  2. Great video, thanks for sharing your algorithm & code 🙂

    When I ran the code on Quantconnect I noticed that you are using market orders but the results show no fees.

    I think in initialize() you need to add the SetBrokerageModel() and set to GDAX/Cash. This then seems to include the fees in the backtest

    SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

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