QUANTCONNECT COMMUNITY

Convert Python indicator to C#, unsure how to use in Python strategy. Need guidance.

Algorithm crashed due to full logs. How to clear and set rolling logs?

MOO order fails: "Invalid 201 - Exchange is closed" despite IBKR support. Need solutions.

Unable to fetch 23hr GC futures in notebook. Extended hours flag ineffective. Any solutions?

Notebook autosave might fail without manual closure; recovery options are limited.

Timing issue with market orders on daily resolution: fills differ in live vs. backtest, causing discrepancies.

Trouble placing post-close MOO orders due to "exchange is closed" errors; need a solution.

Issue with selecting kernel in research.ipynb pad. Need help resolving.

Missing kernels in Research Notebook; unable to run.

Need to distinguish backtest, paper, and live modes to manage ObjectStore keys separately.

Orders rejected for exceeding existing long shares; seeking guidance on TS or QC limits.

Doubts on QuantConnect's live performance vs. HFT setup for fast execution. Thoughts?

API errors retrieving data; tried futures and CFD. Seeking solutions.

Algorithmic trading course on rolling windows and consolidators with backtest and code examples.

How to obtain Python stubs for dataset APIs like EODHDUpcomingEarnings for IDE autocomplete?

Can't run local backtest for NQ Futures; need help with the command.

Live logs lack local timezone; need feature for accurate timestamping.

Testing SPY hedging with PUTs: reduces drawdown but doesn't boost return.

Backtests stall at completion, showing "No data available" and fail to load results. Platform issue?

Applying a common strategy, the opening-range breakout, across a limited universe of abnormal volume assets, the QuantConnect research was able to generate a 2.4 Sharpe Ratio across a universe of 1000 stocks.