Writing Algorithms
Learn tools you need to build algorithmic trading strategies
Feature Complete Algorithmic Trading API
Build on a mature, flexible, feature-complete API managing billions of dollars capital, and used by 5,000+ investors every month.
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Key Concepts
Learn the key concepts before developing your algorithm
Initialization
The starting point of all algorithms
Securities
Model of individual financial assets in your algorithm
Portfolio
Model of the collection of assets in your algorithm
Universes
Process of screening or filtering the assets you'd like to trade
Datasets
Learn about the available datasets
Importing Data
Import your custom data into your algorithm
Consolidating Data
Create bars of any length from smaller bars
Historical Data
Request historical data
Trading and Orders
Place and manage orders
Reality Modeling
Model the behavior of things like the fills, slippage, and fees.
Scheduled Events
Execute time-based events
Indicators
LEAN provides more than 100 pre-built technical indicators and candlestick patterns
Optimization
Find the optimal parameter values for your strategy
Object Store
File system that you can use in your algorithms to save, read, and delete data
Machine Learning
Use machine learning to generate trading signals
Algorithm Framework
Use pluggable algorithm modules to create your algorithm
Charting
Add custom charting to your algorithm
Logging
Log important information from your algorithm to further analysis
Statistics
Tracks all the statistics of your algorithm
Live Trading
Deploy algorithm that trade with real-time data
Strategy Library
Collection of tutorials written by the QuantConnect team and community members.
API Reference
QCAlgorithm API Reference
Migrations
Transition from other trading engines to LEAN
You can also see our Videos. You can also get in touch with us via Discord.
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