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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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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.
Look forward to meeting others and building my knowledge here!
Feel to connect with me dk.linkedin.com/pub/joyanta-raksmith/3/878/ab6/
Joyanta
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.
Perhaps we need a server near China :)
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.
Looking forward to checking it all out!
Welcome @Simon :) Hopefully we stack up better. We have a GIT API -- I'll throw a free license your way if you're interested in playing with it?
With the GIT API you code locally in your own IDE, compile locally - commit code via git, and get backtest results by email later
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.
http://www.go-mono.com/mono-downloads/download.html
Visual studio has a really nice auto-complete which is why I use it, but if you have your own coding environment that works as well.
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.
For a while now I've been looking to find some type of 'black box' mechanism for trading. I've been involved in technical analysis for a while and would really love to get something up and running. I find this site and immediately I get excited b/c 'this is it.' I notice C# is the initial programming language which is my first impetus on actually finding out what that is and all the details. Low and behold it's a higher level C lang dev by MSFT with some similarities to Excel VBA. It will be a challenge to learn C# from noob to yoda but 'this is it!' Look forward to learning!
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.
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.
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.
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.
I am a BI analyst using Qlikview from Oslo, Norway with a passion for the stock markets as well as trading. I have lately started researching all the interesting automated trading platforms on the internet and also found this great cloud computing solution. I strongly believe cloud computing is here to stay and the full trend in cloud computing has not yet fully developed yet and I beleive Jared is focusing on a very good opportunity here.
I will start a thread when it comes to the C# platform comparison that I would love to hear your opinions about.
I am Shikher from India, like to learn more about stock market.. presently working professional in construction industry , No idea about stock programming ...want to learn hope you guys will help me out.
regards
Shikher
Daniel here, from Brazil. I'm currently on an internship in risk mgmt. for a family office here in São Paulo and I'm trying to learn more and more about quant trading and similar areas in the banking industry. I have some experience with C and MatLab but I consider myself a relative newbie at programming. Hope to have a nice time and learn a lot here.
Cheers.
Pierce here, from New York. Happy to talk to people about entry-level trading programs, as far as executions go, I'm unsure how ppl integrate into trading services? Would like to know more about brokerages integration or buy/sell servers? Also, I'm working on sentiment analysis at present, very interested in seeing just how it might play into programs.
Thanks!
Welcome to QC @Pierce :) We're looking into trading now and will decide this week. Would you rather:
1. QC Servers hosting your algorithm in the cloud and showing you a dashboard; we'd manage the details and pay for data streams. You'd just select brokerage and login.
2. QC Servers hosting your algorithm in your own "dedicated VPS" that you control.
3. Backtest the strategy in a QC, then download the algorithm to your desktop PC and trading it live locally, and building API's to whatever broker/data stream you wish.
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.
Have a good day everyone, and hit me up on twitter if you'd like: @FelixCarrier !
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.
My name is Vikas, I am mostly into Java and Algorithms. Will like to write some algorithms to automate trading. Are there any tutorials to begin with?
Thanks
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.
I'm Mihai and I am from Romania. I'm an Economics/Finance student (undergrad) and I'm looking forward to learn about trading algorithms. I don't have any experience in C#, but this will be a good starting point.
Thanks!
My name is Jay. I am trying to learn python at the moment and trying to find something that works. Specifically opening order strategies. I think that is the only real edge we have any more in this market! I trade only equities.
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.
I'm Mihai and I am from Portugal. I just love to code although my background is in Economics/Finance. Looking forward to learn about algorithms and C#. I have some experience with VBA and SQL. Also starting my way around Python.
This will be great to test some of my hypothesis for trading stocks.
Thanks!
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.
I am a new user who wants to toddle in programming my trading way into automation. Starting with 2 questions:
- why did you choose just date from 2006 for the FX? Is it enough? or should we seek data from 1980?
- When will you put all the majors and its crosses "28 pairs" data?
Many thanks.
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.
1) are there any plans to add Java support? If yes - how soon?
Java could be useful due to rich set of math, stat, genetic, parallel running, etc. libraries... (and most of them are open source and hosted by big number of developers)
2) Are you going to implement external projects uploading, so we could use our local rich IDEs for development?
3) If yes - Is there any possibility to download framework library binaries so I could write, compile and debug algo on my side?
Thanks
I am a business analyst for a tree fruit producer in the US, primarily doing crop and market analysis for proprietary business data. I've been working on a new web application in C#/ASP.NET/JS in our company for about a year to support our proprietary data.
I have no previous trading experience, but I have been studying automated trading lately and would like to backtest a couple of ideas. I really like the QC concept. I've downloaded the QC project from Github, and submitted a couple of test runs to get a feel for the data. I do have a couple of questions, but I'll post those as separate threads.
Thanks for the great platform.
1) Java - Not yet, but python is coming very soon. Agree there are some good libraries to use in Java. C# is very similar syntax wise and has some good libraries.
2) External project uploading - Yes, this is part of our GIT offering which you can see here: (https://www.quantconnect.com/docs/Tutorials/Backtest-Strategies-Via-GIT)
3) Upload external binaries - Yes, this is in alpha testing now and will be released for public beta testing soon. It will work via the GIT system and you'll commit the binaries and data you want alongside your dll. Only caveat is they it must be less than 2MB total.
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.
I highly recommend the book "Inside the Black Box" -- it shows you how to structure a thoughtful, controlled algorithm which will profit in the long run.
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.
I been trying to run "My First Algorithm" Project with no luck. Is there anything I am missing?
At the beginning the project was giving 2 errors on the line:
SetEndDate(DateTime.Date.AddDays(-1));
So I decided to change it for:
SetStartDate(2013, 01, 01);
And I was able to compile it and then I click "Simulate" it looks like something is running in the back but I am not able to see the results.
What am I doing wrong? Any tip will be much appreciated!
Thanks!
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.
We'll make a few tick/minute samples libraries available for research so you can use MatLab until you're ready for a full test.
We're working on something now that will hopefully get us into 500 brokerages - but certainly Interactive Brokers will be a nice start :)
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.
I am a quant in risk management, but have always been very interested in algo trading. Looking forward to trying some strategies and discussing with the community!
Krishnen from London
We're launching live trading this month :) It will be an exciting month...
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.
With hopes to exchange soon with you !!
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.
We just finished compiled algorithm support and will send an email about it on Monday, and we just published the community sharing system -- so please! do create indicators and share with the community group!!
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.
If yes, what are you planning - just exhaustive or also Stochastic like PSO or GA? Perhaps an API?
The whole backtester is built on an API at the moment, its just a little messy. Once we tidy it up we can let people connect with it directly. At the moment the best way to interface remotely is to submit code via GIT (https://www.quantconnect.com/docs/Tutorials/Backtest-Strategies-Via-GIT)
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.
I'm Paul, from Los Angeles. I have some some experience in programming, but I still consider myself as newbie in programming.
Hope to learn more here
Awesome tool you have here. What I don't understand is, why would people want to share their successful systems? Once I find or develop a great system I would not want to share it because it will dilute my "edge" for sure!
@Rick - Absolutely most don't share their strategies but we hope we'll encourage a community of people who'd help each other learn algorithmic trading. There's little reliable information on the internet about it which we can help with.
We need to verify the strategies prior to hedge funds funding them, but this doesn't require the source code. One of the templates is an "order processor" -- which takes an csv list of trades and generates a back test with it.
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.
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.
I am Sebastián Tapia and I am a Software Engineers
Attach are a couple of simple strategies.
Currently don't work very well, but I think that with better parameters could work.
Regards
Just joined ... where is the "promised" python ?
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.
My name is Tom Han, current study MFE program. I think the portfolio of pairs trading brought me here. Very welcome to contact you at tomhan248@gmail.com. :)
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.
I'm also really interested in automating the volume based strategy presented in this video.
I'm trying to play around both with implementing human strategies and evolving neural networks.
I started with daytrading last year. After a couple of month i realised that only with a good backtesting tool and good tick-data basis i can make a step forward with my trading. Then i started to get historical tick-data for the €/$ currency in high-quality and a possibility to integrate it in my broker-software.
it´s not easy.
Than,Yesterday, i found QuantConnect and i think it is a fantastic project.
Now after watching the introduction video my main question: without programming C+ code, i can´t use this tool ?
There is no interface? I saw a notice that ChartIQ can used but how?
I´m a mechanical engineer, and i`m not used to programming a code. I need to visualize my ideas.
I hope you can understand my english :)
Regards
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.
For example: MACD combined with a BolingerBand but even this looks for me like the mount everest to programm it with C+:)
Every time when MACD gives a signal to buy/sell and when the upper/lower BollingerBand is touched by the current stock quotation, than i want buy/sell.
And in addition, i want integrate two stops.
One stop for riskmanagement to sell when it runs in the wrong direction and one stop to sell when a certain amount plus is reached.
After the setup is implemented, i want adjust the stop parameter with the help of backtesting.
Sounds simple :)
I know, that if i make a simple mistake in the generic code, like set a bracket on the false place, the compiler will stop and brings a alarm.
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.
Basically I have a semi-automatic algorithm which shows market tops and bottoms, but until automatic solution it's far away with my understanding of programming :D
Found this project accidentally, reading article in Forbes I think? My advice for anyone, understand logic of the market you trade, don't mess with well known indicators like MACD, stochastics, etc., they are proven statistically to not work. I wasted a lot of money to these.
Been looking for a good C# based system for Forex Trading ideas. I really didn't want to try and learn MQL4. I have invested heavily in ProOrder from ProRealTime Charts and I am hoping to port some of those ideas over here for better backtesting (ProOrder backtests are a joke).
@Jared - I couldn't find much detail on the FAQ regarding prices. Could you point me to more detail regarding your monthly fees / brokerage fees etc. ?
Cheers.
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.
Is there a list of supported indexes / forex somewhere? All i'm currently seeing is the Select Benchmark (S&P 500, Dow Jones, Russel 3000 & FTSE 100) - is this the complete list?
We currently have US equities and FOREX, but as of today with the new LEAN engine we allow you to use any data source you like as a market asset! If you have a cache of ASX data you just need to put it into a dropbox folder and then you can access it from your algorithm.
I haven't updated the documentation for this yet, but I'll post a "rough and ready" example algorithm a little later tonight :)
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.
Just wonder how many backtests we can use as free member? I suppose less than 300?
I'm Max Eriksson from Sweden and I'm a senior .Net/Azure developer and start-up entrepreneur!
I've recently looked into trading and as a developer I'm convinced that a proper backtested auto trading strategy is the way to go (for me at least). I've been using a couple of demo accounts on different brokers such as http://www.ig.com etc but so far I haven't found a platform that I feel comfortable with. Then I found Quant..... wooow.... programming my own strategy from within Visual Studio? Heaven!
I'm still trying to figure out if:
A) Can I trade futures, and mini futures, yet?
B) Can I use my strategy to auto trade on some brokers?
BR,
Max
I'm new to back testing and coding. I'm looking to learn coding in my free time while I am at university .
If anyone has any advice on what is the best language to use (Python, C# etc) and what is the best way of learning I would appreciate all the help I can get.
Thank you
@DennyWang - If you're using the web based IDE you get as many free backtests as you want! If you're using the REST API (through Visual Studio 2013 CE or some other method) you're limited to a few a day; but the upgrade is pretty cheap and definitely worth it.
@WarrenBuffet - Hey! Welcome. Out of the languages you've mentioned, I'd recommend C#. You're going to find a ton of hedge funds and other financial institutions use it and other languages with the "C"-style syntax. Might as well become familiar now :) The best way to learn is to use it. You can clone algos on here or download Visual Studio 2013 Community Edition and try setting up your own console application. MSDN has some helpful guides for getting started. QC has some guides as well! And, of course, if you get stuck, post here. :)
@Scott Hey scott! SF is awesome (: I'm from the East Bay. If you're familiar with Python (and its object oriented portions) getting involved with C# shouldn't be a big problem. Lots of firms use C#/C/C++/Java and similar languages. I believe QC will be adding some more languages in the future. In any case, great time to pick up on C# :) Good lucck with your automation! Look forward to seeing the bits and pieces you don't mind sharing :D
Justin From Toronto, bit of Python experience completely new to C#. Came across this site from the whole street :)
@Jared I've seen some old posts with promise of python "coming soon" dated a year ago. Is this still on track?
Instead of starting a new thread, is there futures data? For example I want a simple comparison of comparing first and second month VIX futures buying XIV/VXX when its in contango/backwardation. I don't see this available in the documentation posted.
Anyways great site!
We don't have Futures data, but we can import futures continuous data - to use that please see the latest quandl data importer algorithm I shared, or any of the university algorithms - they have several examples of importing external data sources. We also have the equivalent ETF's for those futures if that is useful.
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.
I am Hao, enthusiastic in algo trading. I a Statistician and so have many experience in stat software like R, which is slow for live trading. With C# as background engine, I believe this plat form is going to be the best open-source trading engine. I am planning to use it for forex and futures in a relatively high freq. I am also looking for some additions in the future, like tick bars, pattern identifiers...
Cheers
I was wondering if anyone is currently working on Ichimoku strategy? It's one of the strategies I use in trading.
Thanks
My name is Eugene. I am software developer from Ukraine and I am looking Grail. I hope the QuantConnect help me with my search :)
Mike
I am Chidera. I am a software engineer with 5 years of programming experience, and currently studying for an MSc in Computer Science. I recently developed interest in quantitative finance. Before now, I was just trading passively (mainly forex). I am still studying to solidify my knowledge of algorithm trading. I saw your comment, and I decided to say Hi. The only problem is proximity, but if we can find a way to interact offline, I would really like to be a part of what you want to do. You can reach me with deramosanya[at]gmail[dot]com. Thanks
I've been developing my own trading engine on C#. After learning about QuantConnect and Lean, I think I better join efforts! So I've just forked Lean yesterday.
One question: How should I use QC Community and Lean's Mailing List on Google Groups?
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.
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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