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Alpaca integration with QuantConnect enables trading US equities, options, and crypto.
Continue ReadingUnable to fetch 23hr GC futures in notebook. Extended hours flag ineffective. Any solutions?
Continue ReadingConvert Python indicator to C#, unsure how to use in Python strategy. Need guidance.
Continue ReadingAlgorithm crashed due to full logs. How to clear and set rolling logs?
Continue ReadingMOO order fails: "Invalid 201 - Exchange is closed" despite IBKR support. Need solutions.
Continue ReadingNotebook autosave might fail without manual closure; recovery options are limited.
Continue ReadingTiming issue with market orders on daily resolution: fills differ in live vs. backtest, causing discrepancies.
Continue ReadingTrouble placing post-close MOO orders due to "exchange is closed" errors; need a solution.
Continue ReadingIssue with selecting kernel in research.ipynb pad. Need help resolving.
Continue ReadingNeed to distinguish backtest, paper, and live modes to manage ObjectStore keys separately.
Continue ReadingOrders rejected for exceeding existing long shares; seeking guidance on TS or QC limits.
Continue ReadingDoubts on QuantConnect's live performance vs. HFT setup for fast execution. Thoughts?
Continue ReadingAlgorithmic trading course on rolling windows and consolidators with backtest and code examples.
Continue ReadingHow to obtain Python stubs for dataset APIs like EODHDUpcomingEarnings for IDE autocomplete?
Continue ReadingCan't run local backtest for NQ Futures; need help with the command.
Continue ReadingLive logs lack local timezone; need feature for accurate timestamping.
Continue ReadingTesting SPY hedging with PUTs: reduces drawdown but doesn't boost return.
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