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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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Py
343
AttributeError : 'Option' object has no attribute 'Strike' 1 comment by Peter Dimov,
Py
343
Options Contracts Universe Selection 3 comments, last comment by Shile Wen,
C#
184
Exponential moving average but for Volume 1 comment by Jared Broad,
C#
184
How to remove Backtest Node Machine 2 comments, last comment by Jared Broad,
Py
343
Interupting Backtest 1 comment by Shile Wen,
Py
78
Candlestick pattern and custom candlestick pattern for Python 1 comment by Shile Wen,
Py
44
Is it possible to set entries/stops based on the Value Area or specific percentiles? 1 comment by Shile Wen,
Py
445
Feature Request/Idea: Backtest Results Tables Customizations 1 comment by Shile Wen,
Py
445
Feature Request/Idea: Ability to explore a candlestick chart, with trades visually marked, for each asset in a backtest result 2 comments, last comment by Shile Wen,
C#
184
Big universe with daily volume, Runtime exceptions, OutOfMemoryException 3 comments, last comment by Shile Wen,
Py
175
I understand I can change between tick, second, minute, hour and day resolutions, but it's not clear to me how I can work on 5 minute chart. Not just indicators, but also I want to process data in the alpha update function for every 5 minute data. 1 comment by Arthur Asenheimer,
Py
937
Issue with Expiry dates not matching 1 comment by Derek Melchin,
Py
36
Rolling Window 1 comment by Shile Wen,
Py
445
Update order tag in OnOrderEvent? 3 comments, last comment by Shile Wen,
Py
104
Algorithmic Trading Open Discussion #3 Recording Started by Lexie Robinson,
Py
STAFF
Shipped: L1 Equity Quote Data + Instant Universe Selection 13 comments, last comment by Ritaelyn,
C#
344
Premium packages are in bundles I don't want 4 comments, last comment by Sunil Mishra,
Py
654
How do I actually run my alto through the lean engine on a local device? 1 comment by Derek Melchin,
Py
73
Making friends and trading together, 3 comments, last comment by Frank Giardina,
Py
8.7k
How to implement a ratio price, and put that into an indicator 1 comment by Cole S,
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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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