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Radically Open-Source Algorithmic Trading Engine

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.

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Future Options weekly 7 comments, last comment by Ashutosh,
DonchianChannel indicator uses previous input data for update 3 comments, last comment by Fred Painchaud,
SMA of Portfoliovalue 1 comment by Varad Kabade,
Error in LEAN for Slice 1 comment by Alexandre Catarino,
Backtesting results - Key Statistics. Methods? 1 comment by Cole S,
Tradebar Consolidation and Rolling Windows in Alpha Model 2 comments, last comment by Cole S,
Family account management 1 comment by Varad Kabade,
Scaling Trailing Stop Loss based on Profit 2 comments, last comment by Varad Kabade,
How to get Exponential Moving Average 3 comments, last comment by Ashutosh,
Logs not showing anywhere when running locally 2 comments, last comment by Fred Painchaud,
Buy backtest nodes with different plans (annual vs monthly) 1 comment by Fred Painchaud,
Micro Futures Symbols 2 comments, last comment by Louis Szeto,
Where can I locate QuandlImporterAlgorithm.py ? 3 comments, last comment by Varad Kabade,
Quandl: How can I verify the data has been pulled and api is working? 2 comments, last comment by Fred Painchaud,
Log/Print time of OnData(self, data): 1 comment by Fred Painchaud,
Moving Average that is based on open price of asset 2 comments, last comment by Fred Painchaud,
Why does simulation end on Dec 22, 2021 instead of current date? 1 comment by Fred Painchaud,
Nasdaq scalping 1 comment by Fred Painchaud,
How shall I install quantconnect locally by visual studio rather than docker on windows 1 comment by Fred Painchaud,
Greeks with OptionChainProvider 4 comments, last comment by Urnotdhc,
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