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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.

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C#
29
Is the backtesting fully supported for IB datafeed in desktop version of Lean? 4 comments, last comment by Simon Zhou,
Py
9
S&P 500 Members 1 comment by Jing Wu,
Py
19
StopMarketOrder Not Trigerring 1 comment by Jing Wu,
Py
19
Stop Loss Question 1 comment by Jing Wu,
Py
209
Newbie help 4 comments, last comment by Recordatio,
Py
2.6k
Adding libraries in Python (MARS) 6 comments, last comment by Gabriel Moncarz,
Py
3k
Using machine learning in backtesting 16 comments, last comment by Jovad Uribe,
Py
139
Backtest Handled Error 2 comments, last comment by Nitay Arcusin,
Py
459
Price bug causes Invalid Market Orders in Alpha Framework backtest 1 comment by Jared Broad,
Py
59
How to convert QuoteBar to float 2 comments, last comment by Carlos Ricardo Luna Ortiz,
C#
149
Looking for collaborators for a spot hedging strategy Started by Garret Fields,
Py
19
How to write/backtest a basic range breakout strategy? 3 comments, last comment by Jing Wu,
Py
384
New to all of this 2 comments, last comment by Joshua Dawson,
Py
1.4k
Timed Event to Pause Execution of OnData 3 comments, last comment by Shile Wen,
Py
3k
Framework Algorithm - manual universe: Runtime Error: An item with the same key has already been added 3 comments, last comment by Alexandre Catarino,
Py
384
Basic algo I cannot get to run: I am a Noob 2 comments, last comment by Joshua Dawson,
Py
9
Converting Algorithm 2 comments, last comment by Jared Broad,
Py
149
Error in fundamental ratios - Invalid Operation-Division by zero 2 comments, last comment by Nicolas Ferrari,
Py
2.9k
Need help with indicator on 15m consolidated timeframe 1 comment by Jing Wu,
Py
168
Requesting historical data from Lean in python - Fatal Python error: deallocating None 6 comments, last comment by Alexandre Catarino,
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