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Fundamental economic indicators?

Do the algorithms have access to fundamental economic indicators? I was thinking of creating an forex algo using the interest rates of the two countries in a currency pair.

In general, are the available indicators mainly the technical ones?

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Yes, the indicators available by QuantConnect are all technical ones. QuantConnect's documentation allows you to search through all of the potential indicators (and candlestick patterns) available.

That being said, fundamental economic indicators can be outsourced from places like Quandl. QuantConnect has made importing data, especially from Quandl quite easy. Here is some sample code:

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

Quandl provides a lot of free economic data sets, such as FRED. The interest rates for the two countries could be found on Quandl. Regardless of the source, this strategy is very much implementable through QuantConnect.

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You can also check this carry trade example

https://quantpedia.com/Screener/Details/5

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Thanks, Atacan for a great example! QuantConnect has modeled many Quantpedia algorithms, including this one. Feel free to look at QuantConnect's strategy library here. These algorithms can be great references when using LEAN.

https://www.quantconnect.com/tutorials/strategy-library/forex-carry-trade
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