Can anyone help point me to a really good working algo template in python that has all elements required for backtesting, paper trading and live trading on stock technicals for a given sector of securities. Something that includes trade data screening for intraday datapoints (minute or less), trade entry and exit (stop loss/profit) and any other relevant elements? I have many years of trading experience but i am a beginner programmer (at best). With a template i'm looking to then build out through substitution and enhancement, but it would be incredibly helpful to have a working example to help establish the framework within which I am working.
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Hi, welcome!
The GitHub repository is full of example algorithms. Please take a look at the ones available and see if you can piece together the elements you need.
Regarding backtesting->paper-> live: the idea with QuantConnect is that once an algorithm is functional in a backtesting environment, it should transition over to Live/Paper trading without any extra work. Ideally, thus, you shouldn't see any problems transitioning from a backtest to a live deployment.
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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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