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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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Stop/quit backtest and keep result. 3 comments, last comment by Nico Xenox,
Backtest stops trading, seemingly random places 2 comments, last comment by MildJoe,
Having trouble with checking if Market Open? 1 comment by Louis Szeto,
Setting Bollinger Band on Hourly candle?? 1 comment by Louis Szeto,
Signal generation and same day execution on close on daily timeframe 1 comment by Jodok Boehm,
Consolidator not firing in correct order 1 comment by Louis Szeto,
FuturesChains - Resolution to OnData 2 comments, last comment by Daniel Russell,
Renko chart with ATR calculation 1 comment by Derek Melchin,
"if not self.Transactions.GetOpenOrders()" not functioning in Live Deployment with IBKR 3 comments, last comment by Louis Szeto,
5 min data with boilinger band 1 comment by Louis Szeto,
When do manually placed trades kill the algorithm? 4 comments, last comment by Nightrader,
Error when Adding VIX 2 comments, last comment by Daniel Russell,
Algorithm Framework with multiple Alphas trade on unanimous signals Started by George Riley,
Algorithm lab on mobile 1 comment by Derek Melchin,
Live Trading Question - Why does my default chart not update in Extended Hours? 1 comment by Louis Szeto,
Collaborate on algo framework – looking for like-minded people 8 comments, last comment by Roberto Coccaro,
Unable to reference QuantBook on using QuantConnect.Research 1 comment by Derek Melchin,
Trading 1-minute price movements against 5-minute consolidated bars 1 comment by Derek Melchin,
Inconsistent offset in continuous futures 3 comments, last comment by Louis Szeto,
Easily set backtest date to an entire month 1 comment by George Riley,
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