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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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Paper Trading Order Messages 5 comments, last comment by Jesse Fleming,
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Updating an indicator that requires a TradeBar w/o having to call History every time? 5 comments, last comment by Derek Melchin,
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No Chart In Boot Camp 4 comments, last comment by Alexandre Catarino,
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Support for boto3? 1 comment by Derek Melchin,
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Convert straddles into delta-neutral straddles 10 comments, last comment by Derek Melchin,
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348
Effect of each type of Time Zone 1 comment by Derek Melchin,
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Consolidator daily data end time and potential look-ahead bias 1 comment by Gowestyang,
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263
Backtesting multiple algorithms in one Portfolio? 1 comment by Derek Melchin,
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Computing Bars Held? 1 comment by Derek Melchin,
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Algorithm not yet initialized. 9 comments, last comment by Rich McPharlin,
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Indicators not warming up using algorithm.WarmUpIndicator() helper method 3 comments, last comment by Haakon Flaarønning,
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Strange results for Alpha Model in Strategy Library 5 comments, last comment by Arthur Asenheimer,
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201
Option trading backtesting result confusion 1 comment by Derek Melchin,
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168
Futures History Call - Tick Data 5 comments, last comment by Derek Melchin,
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118
MovingAverageCrossAlgorithm out of the box only creates 1 trade 1 comment by Derek Melchin,
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1.5k
Question on SetHoldings/CalculateOrderQuantity price usage on live deploy 1 comment by Derek Melchin,
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32
Filtering a Futures Universe based off of Volatility 3 comments, last comment by Derek Melchin,
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Stock Split for LETFs Erroneously Generate P&L 1 comment by Derek Melchin,
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350
Custom Fill Model: Fill prices at the set price and not the min or max between 2 prices 1 comment by Derek Melchin,
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2k
Quick Question on SMS format 1 comment by Derek Melchin,
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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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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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