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Quantconnect

  • #1
  • First Post: Oct 12, 2022 11:07am Oct 12, 2022 11:07am
Hi, I am a python developer and a Trader. I have been trading the financial markets since 2014. I have a passion for AI and Trading. I think algorithmic Trading is a way to combine both.

This thread is all about the Quantconnect platform. A place to develop algorithms for trading. There are many platforms. So Why did I choose this platform?
1. This platform is open source.
2. This platform support Forex, Equity, and Crypto.
3. Backtest is Free.
5. The Data is Free When we use their platform, Data quality is one of the best.
6. We can Host our Algorithm anywhere we want with LEAN Engine.
7. I like python programming Language.

We can discuss our Ideas here about algorithmic trading strategy. If your Idea is Interesting and I have free time I will build your strategy and Backtest it in the Quantconnect platform.
We can not learn without pain.
  • #2
  • Oct 15, 2022 2:07pm Oct 15, 2022 2:07pm
Nice to have you hear. I’m investigating on open range breakouts specifically around the opening sessions like us30/Nas100/gbpjpy/gold
SKQT - Super Kool Quant Trader
Daily Remy All Time Return: 5.6%
  • #3
  • Dec 10, 2022 5:25pm Dec 10, 2022 5:25pm
Quoting Erpthetrader
Nice to have you hear. I’m investigating on open range breakouts specifically around the opening sessions like us30/Nas100/gbpjpy/gold
Hi, me too, I am trading London Open breakout from asian range and started to learn python recently as my strategy is extremely simple/easy to code and backtest. However, I am not happy with the winrate or RRR (if one goes up second goes down and vice versa) and constantly trying to improve.. I would love to have someone trading the same stuff and share/exchange ideas.
  • #4
  • Apr 11, 2023 8:23pm Apr 11, 2023 8:23pm
I'm starting down the path of learning QuantConnect/Lean CLI.
At first I thought I would be able to implement successful deep learning neural network algorithms with the platform.
But once I starting reading the published papers from quant traders and listening to experts who develop neural networks I realized AI fails in trading.

However, I'm interested in the using the platform for algorithmic trading.
The platforms I've used are either too expensive, too difficult to code or lack automation features.
Here are a few: NinjaTrader with BloodHound, MT4, ThinkOrSwim (thinkScript).
The appeal of Lean CLI is that it's open source, no monthly fees and I can store my code in a Git repository. Python is a big plus too.

It will probably take me a couple months to code and execute my first 'Hello World' example.
  • #5
  • Apr 13, 2023 3:05am Apr 13, 2023 3:05am
Quoting WaveTheoryA
I'm starting down the path of learning QuantConnect/Lean CLI. At first I thought I would be able to implement successful deep learning neural network algorithms with the platform. But once I starting reading the published papers from quant traders and listening to experts who develop neural networks I realized AI fails in trading. However, I'm interested in the using the platform for algorithmic trading. The platforms I've used are either too expensive, too difficult to code or lack automation features. Here are a few: NinjaTrader with BloodHound,...
Good luck with your Learning. If you have your fundamental strong in any other Language. Then the QuantConnect is not much hard. You will grasp the idea pretty quickly. And try to make real-life projects along with your learning.
Best Regards
Fardus Hasan Raju
We can not learn without pain.
  • #6
  • May 1, 2023 12:54pm May 1, 2023 12:54pm
In my experience, Python libraries typically have not allowed for variable position sizing. You simply set the leverage as 10x or 50x or 100x and then every trade takes that leverage, whereas position sizing should be a function of risk. I'm optimistic QuantConnect may allow for variable position sizing, but I've not found a direct way of accomplishing it through the API documentation. Have you found a workaround?
  • #7
  • May 4, 2023 9:53pm May 4, 2023 9:53pm
Quoting FX-Quant
In my experience, Python libraries typically have not allowed for variable position sizing. You simply set the leverage as 10x or 50x or 100x and then every trade takes that leverage, whereas position sizing should be a function of risk. I'm optimistic QuantConnect may allow for variable position sizing, but I've not found a direct way of accomplishing it through the API documentation. Have you found a workaround?
You'll need to write your own scripts to get the right position sizes. I've been running a python algo for the last few years, and I calculate position size based on my chosen risk % and account size.
  • #8
  • Oct 25, 2023 4:51pm Oct 25, 2023 4:51pm
Hi, anyone knows how to connect quantconnect to mt4/mt5? I am relatively new to QC
  • #9
  • Last Post: Nov 14, 2023 12:04am Nov 14, 2023 12:04am
Quoting DeltaVenture
Hi, anyone knows how to connect quantconnect to mt4/mt5? I am relatively new to QC
You can read this article
https://www.quantconnect.com/forum/d...uantconnect/p1
We can not learn without pain.
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