VisualHFT
Lean
| VisualHFT | Lean | |
|---|---|---|
| 46 | 25 | |
| 655 | 8,686 | |
| - | 1.2% | |
| 8.6 | 9.7 | |
| about 1 month ago | 7 days ago | |
| C# | C# | |
| Apache License 2.0 | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
VisualHFT
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VisualHFT: Visualize market microstructure studies (update)
I'm hoping this community can help me grow this project even further, to get traction and add even more things. Please SHARE! https://github.com/silahian/VisualHFT
- VisualHFT: NEW Extended Research - star count:276.0
- VisualHFT: NEW Extended Research - star count:255.0
- VisualHFT: NEW Extended Research - star count:220.0
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Opensource Realtime data processing (WPF)
Github repo
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
What are some alternatives?
Krypto-trading-bot - Self-hosted crypto trading bot (automated high frequency market making) written in C++
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
cryptofeed - Cryptocurrency Exchange Websocket Data Feed Handler
backtrader - Python Backtesting library for trading strategies
OsEngine - Open Source algo trading platform
finnhub-dotnet - A .NET client for Finnhub API
mqtt-client - A simple MQTT client that can connect to a MQTT broker and publish and subscribe to topics
finta - Common financial technical indicators implemented in Pandas.
jira-issue-analysis - Jira REST client, with emphasis on 'Time in Status' analysis and reporting
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
roq-samples - Example projects demonstrating how to use Roq's C++23 APIs.
algotrading-example - algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)