Moving from MetaTrader to QuantConnect

Hi Kepler,

Please check this modified example, there you’ll see how two consolidators are defined to update the SMA with 15 and 30 minute bar. In the Initialize method, some of the SMA are declared, but not registered, they’ll be updated when the DataConsolidated EventHandler is fired.

Respect to the orders, you have two options:

• Use LINQ with the TransactionManager and select the tickets (orders) you need (line 102).
• The alternative is to use the override method OnEventOrder.

Note the use of the SetWarmup method to avoid waiting time until the indicators are ready and the override method OnEndOfDay. Hope it helps.

Finally, for a more complex example of indicators and consolidators, check this example by Alex Catarino and don’t forget to take a look to the documentation and to the QC University examples.

Best.

JJD

P.S.: I used APPL instead EURUSD because seem there is a bug with the consolidators subscription and Forex data. I'll report it right now.

UPDATE!

There is no bug, just me!

Forex data is QuoteBar so, the consolidator should be QuoteBar consolidator (Douh!)

Hi, that helps a lot, thank you!

To check that I understand you correctly about the TransactionManager - I'd probably have an instance of a SecurityTransactionManager, and do something similar that the GetOpenOrders method does? One of the methods in that class contains a snippet of functional code that seems ballpark in terms of what I'm going to do: (x => x.Symbol == symbol && x.Status.IsOpen()).ToList()

I'm glad I helped.

Yes, you understood correctly, the QCAlgorithm has a SecurityTransactionManager, so you can call the methods already defined or make your own queries.

I am starting to use Oanda. I come from using different other brokers that all had MT4 support. I have written various MT4 EA's, indicators, and scripts.

My MT4 EA does interactive things like:

when initialized it displays 3 lines (Entry, Stop Loss, Take Profit). You (the user) then moves the lines to where you want your trade to be. Then you click a button (created by EA). The EA then reads the values of these lines, and submits trades based upon the settings of the lines, the Spread, and soem other indicaters (for example, ATR).

I have gathered that it is possible to get Spread. and possibly other indicators. (I would appreciate a reference to documentation to reading other indicators, is there such a library?)

I have not yet found documentation as to how to draw (or read value of) lines. Is there documentation on this ?

I have another MT4 indicator that extends the right side of a rectangle to the right side of the chart (used in much supply/demand programming). It needs to identify rectangles drawn on the chart, and then re-draw them. It will also associate lables with the newly redrawn object.

Sorry for very newbie questions.

I know C, C++, Python, a variety of other languages, and API's. It was fairly easy for me to pick up MQL. I am pretty sure that I can pick up C# very quickly. I already know python. I need to learn the CuantConnect API. For this, I usually rely heavily upon documentation (When I was writing MQL, I used this a lot:
MQL4 Reference

), May I know, please, the equivalent here.

I have looked at the documentation here (

It would be much more useful to (at the same time) look at some examples. that is to say: I also learn from reading samples, modifying, testing, and trying things.

In MT4 there are source code libraries. Do such exist here ?

I am *BRAND NEW* to QuantConnect. I am also an open source developer. I am interested and keen to learn and contrubute.

Thank you and kind regards,

Greg Hosler

Hey Gregory Hosler 

Welcome!

The Documentation tab in the upper right corner, there you’ll find a good introduction. But for me the best documentation is the code itself; so clone the repo, launch Visual Studio and just dive into the code. You’ll find lots of useful examples there.

Coding an indicator is an excellent way to know the engine and to contribute, check the issues at github, there are some suggested indicators to implement.

Finally, as far as I know, there is not an automatic way to plotting in real time.

Good luck!

HI JayjayD. I'm trying to stay positive, but...

Is there no docuemtation? I mean REAL documentation, not read a book documentation.

I've looked at the tutorials, the videos, and the documentation. Where's the API documentation ?

From the video tutorials, it's not even clear that what I described above is even possible to do. My EA/Scripts create tools (buttons, lines) that are used by the user to set position entries/exits/stop losses, the buttons then create pending trades and/or watch price, and then upon a condition, create a pending trade. This interaction cannot be done in back testing. The 1st video which describes the overall picture, describes the process as clone, compile, backtest. in otherwords an algorithmic non-interactive EA/program.

I want to compile, run on demo (or eventually live). Most importantly, I want to INTERACT with my program (by moving lines that it has created, or pressing buttons that it has created). Is this even possible, or am I in the wrong place ?

-Greg

QC is made for creating fully automated strategies and has no mechanisms for creating buttons etc. You need to be a programmer to really make the most of QuantConnect.

There is plenty of documentation. Please be specific with what "real" documentation means for you and indicate what you'd like to see.