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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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RSI values not as expected 5 comments, last comment by Chris Chan,
How to take an average price of entire universe of stocks 1 comment by Nico Xenox,
Problem with MarketHoursSegment 1 comment by Nico Xenox,
Updating a weekly and daily indicator every minute 1 comment by Yuri Lopukhov,
Where is the live node running 1 comment by Sulfred,
How to add SPY index constituents to a symbol list? 4 comments, last comment by Yuri Lopukhov,
Is there a way to compare a backtest's code with the current code in a project? 2 comments, last comment by Craig McWilliams,
Pivot Point Indicator Rounding 2 comments, last comment by Mason Jackson,
Creating a 2min EWO Indicator 2 comments, last comment by Jclute17,
Qty. for Market Orders using remaining margin 1 comment by Louis Szeto,
Consolidator + Indicator Help Needed in Futures Universe 4 comments, last comment by Echoes McCarthur,
Duplicate trade bars due to company merger 2 comments, last comment by Mike Lin,
ETF constituent universe with coarse selector 2 comments, last comment by Mike Lin,
Workaround for Downloading Polygon Data for local backtests 2 comments, last comment by Axist,
Need link to IB GATEWAY version that works with Linux X64 and QunatConnect Lean 1 comment by Louis Szeto,
ADX values between TradingView and QC - Discrepancies 5 comments, last comment by Echoes McCarthur,
How to? Round down to nearest 100 1 comment by Nico Xenox,
"This content is blocked. Contact the site owner to fix the issue." problem 10 comments, last comment by Quant Jugglers,
Blocked Content 1 comment by Nico Xenox,
LEAN CLI Options Backtest Requires Minute Data Despite Hour Resolution 1 comment by Alexandre Catarino,
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