Last week we released new key technology that powers all QuantConnect charting. The new result service enables you to run backtests with high-resolution custom charting, accelerating your understanding of strategies and order fills. 

Our community, skilled in quantitative finance, previously experienced limitations charting with long-term backtesting. Analyzing 25 years of intra-day data with millions of points per backtest was challenging due to the immense volume of chart and order data. This often resulted in failed chart loads and API errors, hindering in-depth strategy evaluation.

We're excited to introduce our new charting engine, specifically designed for the complexities of quantitative finance. Backtest results are cached in a powerful cloud and delivered on demand as needed. You can now can create bespoke, long-term, intraday charts and manipulate those charts with ease. 

Order Plot Visualization: You can now automatically visualize order fills on price plots without additional coding. LEAN carefully models the sequence of events during a trade - such as order submission, updates, and cancellations. These events are displayed with their tags to offer a granular view of your strategy state during execution.

Expanded Storage and Chart Limits: Thanks to this new charting engine, we've significantly increased chart series and point limits based on organizational tiers.

PlanPointsSeries
Free 4K 10
Researcher 8K 10
Team 16K 25
Trading Firm 32K 25
Institutional 96K 100

Dive deeper into these enhancements by visiting our Asset Plot documentation page. We're committed to pushing the edges of open-source quantitative finance and are excited to see how these technologies make your quantitative journey easier.

QuantConnect Team