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Custom order types to brokerage?

Does the API support sending custom orders to brokerage (to e.g. use market when touched orders on IB)? That is, in a way that still lets me run in QC cloud (rather than running a custom version of Lean on my own).

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Sadly no everything is strongly typed and we need to build the models for backtesting as well. The only way to add a new order type is to add it to LEAN -- handle/model the order in backtesting, and then model in paper trading & then implement it in InteractiveBrokersBrokerage class. 

https://github.com/QuantConnect/Lean/issues

For specific requests we can add it to github issues list and then get work on it started. 

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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