Hello, I would like to know a bit about the limitations and if QuantConnect is even right for me. I'm experienced in C# but the coding is not insignificant as I've noticed since 2 days.
1. For example, I would like to pre-filter stocks for US stocks (chg, market cap, indicators etc.) like in TradingView, is it even possible in this way (even if I have to use different universe objects now)?
2. What about the 5000 stock limit on universe filtering as described in the documentation, is that an obstacle?
3. It has been reported on Reddit that there may be performance issues at certain times during trading. In terms of costs, this should of course pay off, I am a private trader. What are your experiences, especially with the costs?
Youki
4. Performance issues in certain timeframes (1m?!) during trading?
Adam W
Biggest “limitation” I guess would be getting acquainted with the API, how data flows through the event-driven backtester, how to handle orders properly, etc. But once you get used to it, I think you will find the abstraction and helper methods very convenient. There is a bit of a learning curve, but they've made some great updates to the documentation and cleaned up many little edge cases over the last year or two.
One reason why there's a bit of a learning curve is due to how flexible LEAN is in being able to accommodate almost any type of strategy. For the types of strategies that I personally work with, there aren't really any alternative platforms - besides possibly coding everything up myself.
Youki
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