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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.
Douglas Stridsberg
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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