QUANTCONNECT COMMUNITY

Fetch portfolio values for specific months using QC backtest equity curve via API.

Order rejected: Exchange closed. Daily resolution doesn't auto-convert to market open.

Summary: Can't find option strikes below current price; options don't update with price changes.

Manual and auto RSI warmups differ at start; later values match as expected.

Query about accessing intraday VIX data through options instead of index and reliability of minute VIX data.

Trouble retrieving minute-level VIX data; only daily available. Options data approach failed.

Triton Quant takes 1st in Q1 2025 Quant League with 14.88% return, followed by Imperial College and Stony Brook. All out of sample, live trading returns.

SPX prices stop at 3 PM due to market closing timing in your data source.

Intraday arbitrage strategy between highly correlated index ETFs with a manual universe selection model and EqualWeightingPortfolioConstructionModel.

Can't cloud debug C# for options; need local data with subscription. Seek alternatives.

Momentum strategy using averaged parameters, dynamic sizing, and risk management for consistency.

EqualWeightingPortfolioConstructionModel fails with IBKR live trading after March 20 update.

Simple algo for pair trading using Bollinger bands, meant to trade many pairs and avoid concentration, with a persistence model.

Error: Cannot instantiate 'PivotHighIndicator'; likely missing abstract method implementation.

Set the Mac IB Gateway path in QuantConnect's config file for data download issues.

Custom brokerage conversion issue with BTCUSDT; need to define unique conversion rules.

New version of "Dual Momentum IN OUT" strategy doubles net profit while maintaining risk metrics. Compounded annual return of 30.164%.

Custom broker setup issues; errors in initialization, limitations in flexibility, Lean misrouting trades.

Adaptive state-based crypto strategy with dynamic prediction adjustments.

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