Lean
algotrading-example
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| Lean | algotrading-example | |
|---|---|---|
| 25 | 4 | |
| 8,655 | 267 | |
| 1.8% | - | |
| 9.7 | 3.9 | |
| about 15 hours ago | 5 months ago | |
| C# | Jupyter Notebook | |
| Apache License 2.0 | - |
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Lean
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What Happened to Quantconnect?
6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.
- Thoughts on QuantConnect?
- IBKR implementation of ALMA indicator
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Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean
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Quantconnect - Backtest script that accepts multiple dropbox links, creates portfolio, and rebalances on predefined dates, advice?
They have nice documentation on their website for how to download/import external data, though. They even have GitHub examples that pull data from Dropbox.
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Problem with QuantConnect Package on Local IDE
Here is an example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxUniverseSelectionAlgorithm.py
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Exportable quote database for simulations?
There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.
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Rant about candles
I can plot OHCL lines, I can plot OHCL scatter points on the chart, why can't I plot candles? It's just those scatter points put together. This thing has been going on for 8 YEARS.
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How has your experience been with QuantConnect? Would you invest in the company?
Here's a link to one of the strategy examples from the QC team that does this -- loading a universe from an external source. https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxCoarseFineAlgorithm.py
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What's the best platform to backtest a large amount of 1m data using a simple volume-based strategy ? TradingView provides a minimal amount of candles in the 1m chart to backtest on and I need to test it further.
+1 see https://github.com/QuantConnect/Lean
algotrading-example
- Is making trades off bid-ask volume reliable?
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Any orderbook traders?
Sounds very similar to what I'm doing. Check out my repo. https://github.com/nkaz001/algotrading-example
- An interesting strategy with ridiculous returns (backtest code in comments)
What are some alternatives?
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
OsEngine - Open Source algo trading platform
backtrader - Python Backtesting library for trading strategies
sample-trading-bot - Binance Futures Sample Trading Bot
finnhub-dotnet - A .NET client for Finnhub API
trading-bot - Stock Trading Bot using Deep Q-Learning
finta - Common financial technical indicators implemented in Pandas.
backtesting_and_algotrading_options_with_Interactive_Brokers_API - backtesting and algotrading options using Interactive Brokers API (native python api)
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/
rl-trading - Using Reinforcement Learning agents as Algorithmic Traders