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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Luke started the discussion Multiple lots of the same security

Hi,

3 years ago

Luke started the discussion ObjectStore

ObjectStore.Save() requires a key and value.

3 years ago

Luke started the discussion Saving fill order data and recalling

Hi, I'm trying to use ObjectStore to save order fill data. I want to read it in my OnData function...

3 years ago

Luke started the discussion Ta-Lib Candlestick recognition in QuantConnect

I'm trying to use ta-lib to find candlestick patterns. At the moment when I run it over a year of...

3 years ago

Luke started the discussion Rolling Window of Consolidated bars

I'm trying to create a Rolling window of Consolidated bars so that I can compare yesterday's close...

3 years ago

Luke started the discussion Multiple lots of the same security

Hi,

3 years ago

Luke started the discussion ObjectStore

ObjectStore.Save() requires a key and value.

3 years ago

Luke started the discussion Saving fill order data and recalling

Hi, I'm trying to use ObjectStore to save order fill data. I want to read it in my OnData function...

3 years ago

Luke started the discussion Ta-Lib Candlestick recognition in QuantConnect

I'm trying to use ta-lib to find candlestick patterns. At the moment when I run it over a year of...

3 years ago

Luke started the discussion Rolling Window of Consolidated bars

I'm trying to create a Rolling window of Consolidated bars so that I can compare yesterday's close...

3 years ago

Luke started the discussion Rolling Window of Consolidated bars

I'm trying to create a Rolling window of Consolidated bars so that I can compare yesterday's close...

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

The values your way seem to be pretty close. The reason I wasn't trying to do it this way is...

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

I've changed the Customstart portion from above to:

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

Ok, I've tried to implement the custom start and end times. There aren't many examples of it I...

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

Shile Wen, I've tried using your code. For some reason the data isn't matching TradingView's charts...

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

I believe I solved the problem for anyone who is trying to do something similar. Instead of using a...

3 years ago

Luke left a comment in the discussion Rolling Window of Consolidated bars

I tried using code similar to yours except I have the resolution of my add equity set to 1 minute...

3 years ago