Writing Algorithms
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Writing Algorithms
▶Key Concepts
- Getting Started
- Algorithm Engine
- Multi-Asset Modeling
- ▶Time Modeling
- Security Identifiers
- Event Handlers
- Python and LEAN
- Duck Typing
- Research Guide
- Globals and Statics
- Libraries
- Debugging Tools
- Glossary
Initialization
▶Securities
- Key Concepts
- Requesting Data
- Handling Data
- Market Hours
- Filtering Data
- ▶Asset Classes
- ▶US Equity
- ▶Equity Options
- ▶Crypto
- ▶Crypto Futures
- ▶Forex
- ▶Futures
- ▶Future Options
- ▶Index
- ▶Index Options
- ▶CFD
- Requesting Data
- Handling Data
- ▶Market Hours
- ▶Interactive Brokers
- AUDCAD
- AUDCHF
- AUDCNH
- AUDHKD
- AUDJPY
- AUDNZD
- AUDSGD
- AUDUSD
- AUDZAR
- CADCHF
- CADCNH
- CADHKD
- CADJPY
- CHFCNH
- CHFCZK
- CHFDKK
- CHFHUF
- CHFJPY
- CHFNOK
- CHFPLN
- CHFSEK
- CHFZAR
- CNHHKD
- CNHJPY
- DKKJPY
- DKKNOK
- DKKSEK
- EURAUD
- EURCAD
- EURCHF
- EURCNH
- EURCZK
- EURDKK
- EURGBP
- EURHKD
- EURHUF
- EURILS
- EURJPY
- EURMXN
- EURNOK
- EURNZD
- EURPLN
- EURRUB
- EURSEK
- EURSGD
- EURUSD
- EURZAR
- GBPAUD
- GBPCAD
- GBPCHF
- GBPCNH
- GBPCZK
- GBPDKK
- GBPHKD
- GBPHUF
- GBPJPY
- GBPMXN
- GBPNOK
- GBPNZD
- GBPPLN
- GBPSEK
- GBPSGD
- GBPUSD
- GBPZAR
- HKDJPY
- IBAU200
- IBCH20
- IBDE40
- IBES35
- IBEU50
- IBFR40
- IBGB100
- IBHK50
- IBJP225
- IBNL25
- IBUS30
- IBUS500
- IBUST100
- MXNJPY
- NOKJPY
- NOKSEK
- NZDCAD
- NZDCHF
- NZDJPY
- NZDUSD
- SEKJPY
- SGDCNH
- SGDJPY
- USDCAD
- USDCHF
- USDCNH
- USDCZK
- USDDKK
- USDHKD
- USDHUF
- USDILS
- USDJPY
- USDMXN
- USDNOK
- USDPLN
- USDRUB
- USDSEK
- USDSGD
- USDZAR
- XAGUSD
- XAUUSD
- ZARJPY
- ▶Oanda
- AU200AUD
- BCOUSD
- CH20CHF
- CORNUSD
- DE10YBEUR
- DE30EUR
- EU50EUR
- FR40EUR
- HK33HKD
- JP225USD
- NAS100USD
- NATGASUSD
- NL25EUR
- SG30SGD
- SOYBNUSD
- SPX500USD
- SUGARUSD
- UK100GBP
- UK10YBGBP
- US2000USD
- US30USD
- USB02YUSD
- USB05YUSD
- USB10YUSD
- USB30YUSD
- WHEATUSD
- WTICOUSD
- XAGAUD
- XAGCAD
- XAGCHF
- XAGEUR
- XAGGBP
- XAGHKD
- XAGJPY
- XAGNZD
- XAGSGD
- XAGUSD
- XAUAUD
- XAUCAD
- XAUCHF
- XAUEUR
- XAUGBP
- XAUHKD
- XAUJPY
- XAUNZD
- XAUSGD
- XAUUSD
- XAUXAG
- XCUUSD
- XPDUSD
- XPTUSD
- ▶Interactive Brokers
- ▶India Equity
▶Portfolio
▶Universes
- Key Concepts
- Settings
- ▶Equity
- Equity Options
- Equity CFD
- Futures
- Future Options
- Index Options
- Crypto
- Custom Universes
- Dataless Scheduled Universes
▶Datasets
- Overview
- ▶QuantConnect
- ▶AlgoSeek
- ▶Morningstar
- ▶TickData
- ▶CoinAPI
- ▶Benzinga
- ▶Blockchain
- ▶Brain
- ▶CBOE
- ▶CoinGecko
- ▶CryptoSlam!
- ▶EOD Historical Data
- ▶Energy Information Administration
- ▶ExtractAlpha
- ▶FRED
- ▶Federal Reserve Bank of St Louis
- ▶Kavout
- ▶Nasdaq
- ▶Quiver Quantitative
- ▶RegAlytics
- ▶Securities and Exchange Commission
- ▶Smart Insider
- ▶Tiingo
- ▶Treasury Department
- ▶VIX Central
▶Importing Data
- Key Concepts
- ▶Streaming Data
- Key Concepts
- ▶Custom Securities
- ▶Custom Universes
- Bulk Downloads
▶Consolidating Data
- Getting Started
- ▶Consolidator Types
- Consolidator History
- Updating Indicators
▶Historical Data
▶Trading and Orders
- Key Concepts
- ▶Order Management
- ▶Order Types
- Position Sizing
- Liquidating Positions
- Crypto Trades
- ▶Option Strategies
- Bear Call Spread
- Bear Put Spread
- Bull Call Spread
- Bull Put Spread
- Long Call Butterfly
- Short Call Butterfly
- Long Put Butterfly
- Short Put Butterfly
- Long Call Calendar Spread
- Short Call Calendar Spread
- Long Put Calendar Spread
- Short Put Calendar Spread
- Covered Call
- Covered Put
- Long Iron Butterfly
- Short Iron Butterfly
- Long Iron Condor
- Short Iron Condor
- Naked Call
- Naked Put
- Protective Call
- Protective Put
- Protective Collar
- Long Straddle
- Short Straddle
- Long Strangle
- Short Strangle
- Conversion
- Reverse Conversion
- Long Box Spread
- Short Box Spread
- Long Jelly Roll
- Short Jelly Roll
- Bear Call Ladder
- Bear Put Ladder
- Bull Call Ladder
- Bull Put Ladder
- Long Call Backspread
- Short Call Backspread
- Long Put Backspread
- Short Put Backspread
- Order Properties
- Order Events
- Order Errors
- Trade Statistics
- Trading Calendar
- Financial Advisors
▶Reality Modeling
- Key Concepts
- ▶Trade Fills
- ▶Slippage
- ▶Transaction Fees
- ▶Brokerages
- Brokerage Message Handler
- Buying Power
- ▶Settlement
- ▶Options Models
- ▶Risk Free Interest Rate
- ▶Dividend Yield
- ▶Margin Interest Rate
- Margin Calls
- ▶Short Availability
Scheduled Events
▶Indicators
- ▶Supported Indicators
- ▶Candlestick Patterns
- Abandoned Baby
- Advance Block
- Belt Hold
- Breakaway
- Closing Marubozu
- Concealed Baby Swallow
- Counterattack
- Dark Cloud Cover
- Doji
- Doji Star
- Dragonfly Doji
- Engulfing
- Evening Doji Star
- Evening Star
- Gap Side By Side White
- Gravestone Doji
- Hammer
- Hanging Man
- Harami
- Harami Cross
- High Wave Candle
- Hikkake
- Hikkake Modified
- Homing Pigeon
- Identical Three Crows
- In Neck
- Inverted Hammer
- Kicking
- Kicking By Length
- Ladder Bottom
- Long Legged Doji
- Long Line Candle
- Marubozu
- Mat Hold
- Matching Low
- Morning Doji Star
- Morning Star
- On Neck
- Piercing
- Rickshaw Man
- Rise Fall Three Methods
- Separating Lines
- Shooting Star
- Short Line Candle
- Spinning Top
- Stalled Pattern
- Stick Sandwich
- Takuri
- Tasuki Gap
- Three Black Crows
- Three Inside
- Three Line Strike
- Three Outside
- Three Stars In South
- Three White Soldiers
- Thrusting
- Tristar
- Two Crows
- Unique Three River
- Up Down Gap Three Methods
- Upside Gap Two Crows
- Absolute Price Oscillator
- Acceleration Bands
- Accumulation Distribution
- Accumulation Distribution Oscillator
- Advance Decline Difference
- Advance Decline Ratio
- Advance Decline Volume Ratio
- Alpha
- Arms Index
- Arnaud Legoux Moving Average
- Aroon Oscillator
- Augen Price Spike
- Auto Regressive Integrated Moving Average
- Average Directional Index
- Average Directional Movement Index Rating
- Average Range
- Average True Range
- Awesome Oscillator
- Balance Of Power
- Beta
- Bollinger Bands
- Chaikin Money Flow
- Chande Kroll Stop
- Chande Momentum Oscillator
- Choppiness Index
- Commodity Channel Index
- Coppock Curve
- Correlation
- De Marker Indicator
- Delta
- Derivative Oscillator
- Detrended Price Oscillator
- Donchian Channel
- Double Exponential Moving Average
- Ease Of Movement Value
- Exponential Moving Average
- Filtered Identity
- Fisher Transform
- Force Index
- Fractal Adaptive Moving Average
- Gamma
- Heikin Ashi
- Hilbert Transform
- Hull Moving Average
- Ichimoku Kinko Hyo
- Identity
- Implied Volatility
- Internal Bar Strength
- Intraday Vwap
- Kaufman Adaptive Moving Average
- Kaufman Efficiency Ratio
- Keltner Channels
- Least Squares Moving Average
- Linear Weighted Moving Average
- Log Return
- Mass Index
- Maximum
- Mc Clellan Oscillator
- Mc Clellan Summation Index
- Mc Ginley Dynamic
- Mean Absolute Deviation
- Mid Point
- Mid Price
- Minimum
- Momentum
- Momentum Percent
- Momersion Indicator
- Money Flow Index
- Moving Average Convergence Divergence
- Normalized Average True Range
- On Balance Volume
- Parabolic Stop And Reverse
- Percentage Price Oscillator
- Pivot Points High Low
- Premier Stochastic Oscillator
- Rate Of Change
- Rate Of Change Percent
- Rate Of Change Ratio
- Regression Channel
- Relative Daily Volume
- Relative Moving Average
- Relative Strength Index
- Relative Vigor Index
- Rho
- Rogers Satchell Volatility
- Schaff Trend Cycle
- Sharpe Ratio
- Simple Moving Average
- Smoothed On Balance Volume
- Sortino Ratio
- Standard Deviation
- Stochastic
- Stochastic Relative Strength Index
- Sum
- Super Trend
- Swiss Army Knife
- T3 Moving Average
- Target Downside Deviation
- Theta
- Time Profile
- Time Series Forecast
- Triangular Moving Average
- Triple Exponential Moving Average
- Trix
- True Range
- True Strength Index
- Ultimate Oscillator
- Value At Risk
- Variable Index Dynamic Average
- Variance
- Vega
- Volume Profile
- Volume Weighted Average Price Indicator
- Volume Weighted Moving Average
- Vortex
- Wilder Accumulative Swing Index
- Wilder Moving Average
- Wilder Swing Index
- Williams Percent R
- Zero Lag Exponential Moving Average
- ▶Candlestick Patterns
- Key Concepts
- Manual Indicators
- Automatic Indicators
- Plotting Indicators
- Combining Indicators
- Custom Indicators
- Indicator Universes
- Rolling Window
Object Store
▶Optimization
▶Machine Learning
- Key Concepts
- Training Models
- ▶Popular Libraries
- ▶Hugging Face
▶Algorithm Framework
- Overview
- ▶Universe Selection
- ▶Alpha
- ▶Portfolio Construction
- ▶Risk Management
- ▶Execution
- Hybrid Algorithms
- Insight Manager
Charting
Logging
▶Statistics
▶Live Trading
- Key Concepts
- Brokerages
- Data Providers
- ▶Trading and Orders
- Reconciliation
- Notifications
- Commands
- Charting and Logging
- ▶Signal Exports