LEAN is the open
source
algorithmic trading engine powering QuantConnect. Founded in 2013 LEAN has been built by a
global community of 80+ engineers and powers more than a dozen hedge funds today.
Is that possible to plot candlestick chart of a currency pair itself in backtest?
Mark Aoyama
edit
1
I am mainly making some algos based on candlestick patterns in Forex market, but in backtest I did not see an option that can display the candlestick chart of the currency pair itself in result page. Is that possible to plot the candlestick chart of the currency pair I added to the algo as well in the backtest result page?
Sometimes we may want to check the candlestick chart of the currency pair itself for each trade, so if this is possible it would be great.
(I checked the documentation but could not find any clues, so I post the question here. If it is a dumb question, I am sorry in advance.)
I would appreciate if who can share some information about this.
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.
Unfortunately, any custom charts that you create in the IDE will not be able to be reproduced in the report that is generated except for the line chart, which you can see here. The report only uses the information that the LEAN engine collects, nothing from the user algorithm.
0
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.
Co-sign on this. I like the platform - it gives you a lot out of the box and is quick to get something up and running - but lack of the ability to output an annotated candle chart during backtesting (and also production?) is almost certainly a dealbreaker.
P.S. I have seen people attaching backtests to forum posts in here and these have candle charts attached?
Sorry about that Matthew, at the moment we do not fully support candlestick plots. We will post to the community when they are supported. It is not just a matter of adding them to the charts, we have to abide by legal agreements with the data vendors so must support features in a way which prevents abuse.
The original discussion thread was centered around can candlestick patterns, these are supported with a candlestick technical pattern library in the Indicators documentation.
0
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.
Loading...
To attach images, drag and drop them into the textarea.
Please tag your post with applicable tags from below or click Publish to continue.
FAQ
A:
Please send bug reports to support@quantconnect.com
Please send bug reports to QuantConnect Support so our team can respond as quickly as possible.
Click Support Request below to submit your discussion as a bug report, or Publish Discussion to
continue posting as a discussion to the forums.
Please send bug reports to support@quantconnect.com
