--- title: "Writing Algorithms" description: "Learn tools you need to build algorithmic trading strategies." canonical: https://www.quantconnect.com/docs/v2/writing-algorithms markdown: https://www.quantconnect.com/docs/v2/writing-algorithms.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms modified: 2026-10-21 index: https://www.quantconnect.com/llms.txt --- # Writing Algorithms [Documentation](https://www.quantconnect.com/docs/v2.md) > Writing Algorithms > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ![](https://cdn.quantconnect.com/i/tu/docs-algo-icon.svg) ### Writing Algorithms ### Learn tools you need to build algorithmic trading strategies ### Feature Complete Algorithmic Trading API Build on a mature, flexible, feature-complete API managing billions of dollars capital, and used by 5,000+ investors every month. [Get Started](https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/getting-started.md) [Download PDF](https://cdn.quantconnect.com/docs/i/Quantconnect-Writing-Algorithms-Python.pdf) ![Writing Algorithms](https://cdn.quantconnect.com/i/tu/header-img-algo.webp) #### IN THIS SECTION [Getting Started](https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/getting-started.md) [Supported Asset Classes](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes.md) [Trading and Orders](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/key-concepts.md) [API Reference](https://www.quantconnect.com/docs/v2/writing-algorithms/api-reference.md) --- - [Key Concepts](https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/getting-started.md): Learn the key concepts before developing your algorithm - [Initialization](https://www.quantconnect.com/docs/v2/writing-algorithms/initialization.md): The starting point of all algorithms - [Securities](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/key-concepts.md): Model of individual financial assets in your algorithm - [Portfolio](https://www.quantconnect.com/docs/v2/writing-algorithms/portfolio/key-concepts.md): Model of the collection of assets in your algorithm - [Universes](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts.md): Process of screening or filtering the assets you'd like to trade - [Datasets](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/overview.md): Learn about the available datasets - [Importing Data](https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/key-concepts.md): Import your custom data into your algorithm - [Consolidating Data](https://www.quantconnect.com/docs/v2/writing-algorithms/consolidating-data/getting-started.md): Create bars of any length from smaller bars - [Historical Data](https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/history-requests.md): Request historical data - [Trading and Orders](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/key-concepts.md): Place and manage orders - [Reality Modeling](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/key-concepts.md): Model the behavior of things like the fills, slippage, and fees. - [Scheduled Events](https://www.quantconnect.com/docs/v2/writing-algorithms/scheduled-events.md): Execute time-based events - [Indicators](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/key-concepts.md): LEAN provides more than 100 pre-built technical indicators and candlestick patterns - [Optimization](https://www.quantconnect.com/docs/v2/writing-algorithms/optimization/parameters.md): Find the optimal parameter values for your strategy - [Object Store](https://www.quantconnect.com/docs/v2/writing-algorithms/object-store.md): File system that you can use in your algorithms to save, read, and delete data - [Machine Learning](https://www.quantconnect.com/docs/v2/writing-algorithms/machine-learning/key-concepts.md): Use machine learning to generate trading signals - [Algorithm Framework](https://www.quantconnect.com/docs/v2/writing-algorithms/algorithm-framework/overview.md): Use pluggable algorithm modules to create your algorithm - [Charting](https://www.quantconnect.com/docs/v2/writing-algorithms/charting.md): Add custom charting to your algorithm - [Logging](https://www.quantconnect.com/docs/v2/writing-algorithms/logging.md): Log important information from your algorithm to further analysis - [Statistics](https://www.quantconnect.com/docs/v2/writing-algorithms/statistics.md): Tracks all the statistics of your algorithm - [Live Trading](https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading.md): Deploy algorithm that trade with real-time data - [Strategy Library](https://www.quantconnect.com/docs/v2/writing-algorithms/strategy-library.md): Collection of tutorials written by the QuantConnect team and community members. - [API Reference](https://www.quantconnect.com/docs/v2/writing-algorithms/api-reference.md): QCAlgorithm API Reference - [Migrations](https://www.quantconnect.com/docs/v2/writing-algorithms/migrations/zipline.md): Transition from other trading engines to LEAN ## Pages in This Section - [Key Concepts](https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/getting-started.md) - [Initialization](https://www.quantconnect.com/docs/v2/writing-algorithms/initialization.md): The Initialize method is the entry point of your algorithm where you define a series of settings, including security subscriptions, and starting cash balances. - [Securities](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/key-concepts.md) - [Portfolio](https://www.quantconnect.com/docs/v2/writing-algorithms/portfolio/key-concepts.md) - [Universes](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts.md) - [Datasets](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/overview.md) - [Importing Data](https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/key-concepts.md) - [Consolidating Data](https://www.quantconnect.com/docs/v2/writing-algorithms/consolidating-data/getting-started.md) - [Historical Data](https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/getting-started.md) - [Trading and Orders](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/key-concepts.md) - [Reality Modeling](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/key-concepts.md) - [Scheduled Events](https://www.quantconnect.com/docs/v2/writing-algorithms/scheduled-events.md): Scheduled Events let you trigger code to run at specific times of day, regardless of your algorithm's data subscriptions. - [Indicators](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators.md) - [Object Store](https://www.quantconnect.com/docs/v2/writing-algorithms/object-store.md): The Object Store is an organization-specific file system that you can use in your algorithms to save, read, and delete data. - [Optimization](https://www.quantconnect.com/docs/v2/writing-algorithms/optimization/parameters.md) - [Machine Learning](https://www.quantconnect.com/docs/v2/writing-algorithms/machine-learning/key-concepts.md) - [Algorithm Framework](https://www.quantconnect.com/docs/v2/writing-algorithms/algorithm-framework/overview.md) - [Charting](https://www.quantconnect.com/docs/v2/writing-algorithms/charting.md): We provide a powerful charting API that you can use to build many chart types. - [Logging](https://www.quantconnect.com/docs/v2/writing-algorithms/logging.md): Logging statements are statements you can add to your algorithm in order to add information to the log file, Cloud Terminal, or stop the algorithm. - [Statistics](https://www.quantconnect.com/docs/v2/writing-algorithms/statistics.md): LEAN automatically monitors a set of statistics as your algorithms execute. You can even create custom statistics for further analysis. - [Live Trading](https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading.md): QuantConnect enables you to run your algorithms in live mode with real-time market data. - [Strategy Library](https://www.quantconnect.com/docs/v2/writing-algorithms/strategy-library.md): Review this collection of tutorials written by the QuantConnect team and community members to learn about trading strategies in the literature. - [API Reference](https://www.quantconnect.com/docs/v2/writing-algorithms/api-reference.md): The QuantConnect API Reference is a comprehensive technical document that details the LEAN algorithmic trading framework. - [Migrations](https://www.quantconnect.com/docs/v2/writing-algorithms/migrations/zipline.md)