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Hi guys, how do i get different time frames of data (60 minutes say), put buy/sell conditions based on candlestick patterns (high of 5 bars ago > low of yesterday bar for instance) and put take profit/ stop loss levels (say a certain number of pips or percentage of equity). 

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Hi Frank, you can start with the Bootcamp lessons.

1) To get different time frames, You could use data consolidator to consolidate bars to a lower resolution.
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DataConsolidationAlgorithm.py
For example, for 60min timeframe, you can use the hourly resolution or use the minute resolution and consolidate the minute bar to 60 minutes bar.

2) To get the history bar data, you'll need the rolling window to save the bar data

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/RollingWindowAlgorithm.py

 

3) Other than MarketOrder, we also have LimitOrder, StopMarketOrder and StopLimitOrder available to use. Please see this example about the order ticket.
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/OrderTicketDemoAlgorithm.py
 

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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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