Hello, I would like to know a bit about the limitations and if QuantConnect is even right for me. I'm experienced in C# but the coding is not insignificant as I've noticed since 2 days.

1. For example, I would like to pre-filter stocks for US stocks (chg, market cap, indicators etc.) like in TradingView, is it even possible in this way (even if I have to use different universe objects now)?

2. What about the 5000 stock limit on universe filtering as described in the documentation, is that an obstacle?

3. It has been reported on Reddit that there may be performance issues at certain times during trading. In terms of costs, this should of course pay off, I am a private trader. What are your experiences, especially with the costs?