Quant League is evolving into Strategies, our new home for sharing, discovering, and exploring trading strategies, with improved organization and a better overall experience. Q4-2025 will be the final Quant League.
LEAN is the open-source algorithmic trading engine powering QuantConnect.
Founded in 2012 LEAN has been built by a global community of 180+ engineers and powers more than 300+ hedge funds today.
Join Our Discord Channel
Join QuantConnect's Discord server for real-time support, where a vibrant community of traders and developers awaits to help you with any of your QuantConnect needs.
This research is under review. To publish this research attract three community upvotes.
This research is under review. To publish this research attract three community upvotes.
This discussion is a draft. Click here to publish this discusison.
Noob: Is this the correct way to import future contracts?
# Use the template algorithm for futures
from FuturesUniverseSelectionModel import FuturesUniverseSelectionModel
class MultidimensionalUncoupledAtmosphericScrubbers(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 2, 18) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.SetUniverseSelection(FuturesUniverseSelectionModel(self.SelectFuturesSymbols))
# Is def OnData(self,data): used for trade logic?
def OnData(self, data):
if self.ES.Current.Value > 100:
self.SetHoldings(SP500EMini,-1)
else:self.SetHoldings(SP500EMini,1)
# Is lines 21,22,23, assigning the symbol SP500EMini to the algo?
def SelectFuturesSymbols(self, utcTime):
ES = Futures.Indices.SP500EMini
return [ Symbol.Create("SP500EMini", SecurityType.Future, Market.USA) ]
#Here I attempted to assign the future to ES, is this the correct method
#for using the ES for trade logic?
self.ES = self.AddFuture(SP500EMini, Resolution.Daily)
self.ESMomo = self.MOMP(SP500EMini,50,Resolution.Daily)
# Did I do this correctly or what have missed/did wrong?
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.
Jared Broad
STAFF
,
Hi Josh. Please review the examples and documentation here. This has examples of filters and requesting your ticker.
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp. You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
Allocate to this Strategy
Institutional clients can contact the author and allocate capital to this strategy.
Jared Broad
Hi Josh. Please review the examples and documentation here. This has examples of filters and requesting your ticker.
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.
Joshua Dawson
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!