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New Members - Say Hello!

This was just created for fun for new people to say hello! Don't be shy reach out and let us know who you are and how we can help you :)
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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.


Hello All,

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.
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Welcome Andrew - we're attempting to make it free for backtesting if you use certain brokerages, but if not using those brokerages then it will be a minimum of $20 per month for the dedicated VPS which runs your algorithm. This VPS is located in New Jersey right next to the exchanges on QuantConnect's own hardware.
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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.


@Jared Broad - Starting to take a serious look at your service today. First question - which symbols do you have available? I'm hoping to work with the ASX 200 (S & P) and AUD/USD forex.

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?
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You can find the full data library here: https://www.quantconnect.com/data and I've just updated it for you with a link to download the US Equities symbol list on the stock page.

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 :)
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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.


I have two years worth of tick data from tickstory.com. If you could provide a tutorial on how to utilize this data as it is quite a popular source that would be fantastic
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Hi This is Denny from AU. I am a programmer and entering the quant world. I had read some materials and feel like a lot of thins need to be tested. I was planning to write something for back testing but stopped when I found quant connect.

Just wonder how many backtests we can use as free member? I suppose less than 300?
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Hi All,

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
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Hi everyone.

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
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Hi, everyone. I'm Scott from San Francisco. I'm new to C#, but I write python and R. I've been trading a combination of stocks, ETFs, and options for 10 years. I look forward to automating and scaling a lot of time-consuming technical analysis. I'm really excited for what this platform can become.
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@Andrew Harry - QuantConnect has its own TICK data available to users. If you'd rather use your own, there is a strategy here: https://www.quantconnect.com/docs/Algorithms#5.1 that uses weather data from an outside source. I imagine you could import your own TICK data.

@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
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Hello!

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!
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Welcome @Justinwwaz! For python - @RyanHall is working on the python gateway now :) I'm pretty useless at python but if you're an expert we'd welcome your help with that project.

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.
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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.


Hi,
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
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Hi, I'm Zafar. I'm currently in 3rd Year Undergrad, still rather young I guess, studying Mathematical Finance. I plan on working in Quantitative Finance, and am excited to be a part of this community.
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Hey, I am Chidera. I am a Nigerian currently in the UK for an MSc program in Computer Science with specialty in Machine Learning. I am also a forex trader. Just saying Hi.

I was wondering if anyone is currently working on Ichimoku strategy? It's one of the strategies I use in trading.

Thanks
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Hi,
My name is Eugene. I am software developer from Ukraine and I am looking Grail. I hope the QuantConnect help me with my search :)
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Hi everyone, I'm new to QuantConnect. Unfortunately, I'm a novice when it comes to C# and other program languages in general. Nonetheless, I'm absolutely obsessed with back-testing algorithmic trading ideas. I've personally developed a couple swing-trading strategies, which I've backtested using excel and www.etfreplay.com, that produced a Sharpe Ratio of over 2.0x since 2008, and probably even further if data were available. I'd really like to partner with someone here on QuantConnect to help me transform my ideas into computer code that can be plugged into this platform for back-testing, and hopefully later connect to my brokerage's API for automatic trading execution. Please feel free to reach out to me if you're potentially interested, and maybe we could talk offline. Best.

Mike
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Hi Michael,

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
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Hello Jared and all member,

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?
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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.


Thanks @Alexandre :) - There are a few forums - we broadly split it up by category. Google groups is for Lean discussion, and help on installation. QC Forums are for algorithm sharing and help. Github issues list is for coding specific and Lean internals.
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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.


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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