QuantConnect LEAN Algorithmic Trading Engine - Getting Started

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  • čas přidán 13. 09. 2024

Komentáře • 93

  • @parttimelarry
    @parttimelarry  Před 2 lety +14

    Like the video? Support my content by signing up for Interactive Brokers using the link below:
    www.interactivebrokers.com/mkt/?src=ptlPY1&url=%2Fen%2Findex.php%3Ff%3D1338

    • @marcvanechtelt5273
      @marcvanechtelt5273 Před 2 lety

      @part time larry, I have some questions about some coding (with Java and on Tradingview too).
      Is there a way I can contact you?

    • @beethere527
      @beethere527 Před 2 lety

      Can LEAN be used to connect it to other exchanges or Brokers around the world. I am from India and want to know if I can create a trading algo system and connect it with Local Broker's API who are connected to the main exchange.

  • @Quantconnect
    @Quantconnect Před 2 lety +24

    Love the post Larry! Thank you for your review!

  • @oliverpolden
    @oliverpolden Před 11 měsíci +5

    This is fantastic. Taking you through all the errors you'll come across rather than just breezing through as though everything "just works".

  • @ControlTheGuh
    @ControlTheGuh Před 2 lety +6

    Been waiting for this. Great job! Idk how many people of your subs want to trade crypto, but I came for the equity videos

  • @clarkmcquiston9131
    @clarkmcquiston9131 Před 2 lety +8

    Thank you for giving out your time for free to us! I understand how valuable your time is and am very grateful that you take the time to explain these really complex topics in a way that anyone can follow along with.

  • @evanlightner
    @evanlightner Před rokem +2

    Man. Happy Holidays dude.
    You are my favorite content creator right now.
    Seriously a blessing to the community.

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem +1

    Damn bro this video just by the first 4 minutes seems to be jammed packed with good info and knowledge , nice. thank you

  • @petrzurek5713
    @petrzurek5713 Před 2 lety +4

    Finished watching, fantastic video mate 💣

  • @jeffreylabranche3437
    @jeffreylabranche3437 Před 2 lety +2

    Love it! Thanks again Larry for this nice Video. Can’t wait for the next videos on live trading with IB!

  • @petrzurek5713
    @petrzurek5713 Před 2 lety +7

    QuantConnect can also do crypto (spot for now, but perp futures coming soon), so you can throw some kind of BTC DCA in the mix ;-)

    • @buffaloBean
      @buffaloBean Před 2 lety

      I'd be interested in learning about the futures trading. Will have to look into that

  • @nicky_c_305
    @nicky_c_305 Před 2 lety +3

    tame impala background...didn't know it was possible to like this channel more

  • @amitkehat1964
    @amitkehat1964 Před 2 lety +1

    The internet blog is amazing upgrade. So neat!

  • @jimlee7943
    @jimlee7943 Před 2 lety +2

    Very nice, thank you for all of your education and showcasing of these tools!

  • @taj-haslani
    @taj-haslani Před 2 lety +8

    you should have some form where viewers can pay for your time and expertise. I will be happy to pay for your content.

  • @eduardopina7964
    @eduardopina7964 Před rokem +1

    Your videos have a huge amount of valuable content... thank you por putting it all toghether :)

  • @citec_solutions
    @citec_solutions Před 2 lety +1

    Wow! Thanks for sharing this amazing video! Very insightful Larry!

  • @chentecorreo
    @chentecorreo Před 2 lety +5

    Always use the fees, great work

  • @Personify.solutions
    @Personify.solutions Před 2 lety +3

    great stuff! much appreciated! still would suggest you to add indexing to the video. Difficult to find something back wen using this as a guide. Idk how much work this would be for you, but im sure it will boost the engagement you get like crazy.

  • @YuqingChan
    @YuqingChan Před 2 lety +1

    really educational; this channel deserves more

    • @YuqingChan
      @YuqingChan Před 2 lety

      part time larry, the bots are onto you!

  • @micmik
    @micmik Před 2 lety +2

    Thanks for this very interesting tutorial ! 🙏🏻

  • @venkatg5285
    @venkatg5285 Před 2 lety +2

    Great video, buddy.

  • @brendensong8000
    @brendensong8000 Před rokem +1

    Great analysis and explanations! Thank you for sharing!!!!

  • @tudatostrader
    @tudatostrader Před rokem +3

    Really really great video Larry! Please do more :) Even a course on QC Lean! I'd be happy to pay for you to learn. Maybe in the future one options strategy or connection custom data source for local environment would be great! Awesome work! Thanks man!

  • @lucrativetea
    @lucrativetea Před rokem +1

    Thanks,love this

  • @The-KP
    @The-KP Před 2 lety +2

    Great video, this and the they recent one on QC. I've been building my own python backtesting backend with Alpaca market data and Apache eCharts to visualize results. Now I need to compare mine vs QC, see whether I can switch over, or combine, or what learnings to take from QC

  • @LeveragedFinance
    @LeveragedFinance Před 2 lety +4

    Nice new vid!

  • @TransformationApplied
    @TransformationApplied Před 2 lety +1

    Long time not commented on videos. As always great content! Sincerely hope you reach your goals quicker than you expect. Learning new tools is good. Would you consider doing some videos about proven techniques/strategies? For instance taking a strategy and sticking with one tool set, teach how it would be coded from A-Z (like a web app), then keep adding on that web app. Once having one viable product, maybe enhance it utilizing different tools. So whoever visits the channel would be able to see different versions of the proven strategies. I guess the key here is proven strategy. So the channel would have timeless content around these strategies as they will be around for a long time, plus audience will see different versions developed by different tools. Maybe I am asking too much. But as a long time follower I sincerely want this channel to excel further! You deserve it!

  • @taj-haslani
    @taj-haslani Před 2 lety +2

    Awesome!

  • @Ed-ix2vk
    @Ed-ix2vk Před 2 měsíci +1

    compared to trying zipline and quantrocket with tonnes of errors and API issues this has been a breeze thanks to you breaking it down, thanks for making these. Do you think its possible to create a proxy pre market "trailing stop" by creating new limit orders every couple of tics/cents?

  • @eddyv524
    @eddyv524 Před 4 měsíci

    I ran the exact same test (last one) from your article and are getting a different result: $2,796,070.34. I copied and pasted your algo. I would expect to get the very same results...

  • @gloomyfolks
    @gloomyfolks Před rokem +1

    One like ain't enough

  • @kannansingaravelu
    @kannansingaravelu Před rokem +1

    Hi Larry. Great video as always. A quick query - while the backtest runs on lean cloud, locally I am getting Error: Please make sure Docker is installed and running. Docker is already installed and running. How can I get the CLI backtest work locally on Mac? Are there any docker config to be done in the latest version?

  • @ahgh6934
    @ahgh6934 Před 2 lety +4

    😊

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem +1

    o wait got it. i got my user id and api key nice.. its downloading some stuff

  • @jessefleming8537
    @jessefleming8537 Před rokem +1

    but how do you increase docker storage ! Great video btw

  • @ricardopineda2074
    @ricardopineda2074 Před 2 lety +1

    wow congrants

  • @ZachMarion
    @ZachMarion Před 2 lety +2

    This was very helpful. Can you describe how you got autocomplete working?

    • @abhilashpatimidi8854
      @abhilashpatimidi8854 Před rokem

      Request the same please. On M1 Mac. Having real trouble to make it work.

  • @dealaxim
    @dealaxim Před 2 lety +1

    I have a question.
    I've been super interested in intraday algo-trading for the past year and a half, but I've become pretty overwhelmed with all the options out there (especially as far as back-testing is concerned).
    What is the most straightforward way (whether that be an engine/library, platform, book, etc.) to get more involved in building a robust trading strategy?

  • @Dallas4090
    @Dallas4090 Před 11 měsíci

    Tame Impala Currents is definitely an album of all time

  • @johanekh3201
    @johanekh3201 Před 2 lety

    Thank you for super quality content! This series on QC Lean seem to be 6 videos, but 5 of them are labelled as private videos that cannot be seen. Is that on purpose or is there any mistake on my side? Thus, how can I watch them?

  • @DavidDji_1989
    @DavidDji_1989 Před 2 lety +2

    In C/C++ (compiled code) this backtest would take probably less than a second. It is just a loop over ~10,000 values...

    • @parttimelarry
      @parttimelarry  Před 2 lety +2

      I knew someone would say this, that's why I mentioned it in the overview of the series right here: czcams.com/video/Jb8l989IzTE/video.html

    • @DavidDji_1989
      @DavidDji_1989 Před 2 lety +2

      @@parttimelarry thanks ! But keep on the good work ! It was a very interesting video

    • @petrzurek5713
      @petrzurek5713 Před 2 lety +3

      The LEAN engine is written in C# (compiled) and bridged to Python via Pythonnet, it has some overhead before it actually starts backtesting (spinning up the VPS on-demand, delays because Larry was using a free tier) and since it is event driven and behaves the same as in Live mode, you cannot compare it with just "looping over 10,000 values" (every order sent is also an object with its lifecycle). Yeah we could do vectorized backtesting and measure in miliseconds, but that is not how things happen in real-time live trading (and in QC you just make a switch to LIVE mode without changing your bakctesting code). Anyway, my point being the engine is plenty fast but people seems to like to build their own solutions in their spare time to kill few years here and there :)

  • @mikesara7032
    @mikesara7032 Před rokem +1

    Due to Quantconnect charting limitations, is there a way to run live charts off API's for crypto to visually test the custom indicators build using CLI?? Thank you for the amazing work!

    • @parttimelarry
      @parttimelarry  Před rokem +2

      Can you describe a bit more what you are trying to do? I have done videos on building your own live charts from binance websockets. What do you want to plot? What timeframe? Does it need to interact with QuantConnect?

  • @SafwatGabrplus
    @SafwatGabrplus Před 2 lety

    Hello, You showed before the "React StockCharts" library but you didn't make a tutorial about it. Can you please make a video about how to use this library and how to link it to our python projects? It will be great.... Thanks for the tutorials you make, I really learned a lot from them.

  • @TradersTradingEdge
    @TradersTradingEdge Před 7 měsíci

    Thanks so much for all your videos.
    Can LEAN also run on FreerBSD?

  • @movrew
    @movrew Před 2 lety +1

    When will you consider doing a tutorial on deriv please 🥺

  • @letsgobrandon2044
    @letsgobrandon2044 Před 2 lety +1

    Can you teach us reinforcement learning with trading?? You have a way of teaching so that one can learn without being completely confused lol. That would be awesome.

  • @otmanalami6621
    @otmanalami6621 Před 5 měsíci

    Please can QuantConnect LEAN use FIX API of IBKR, because QuantConnect platform implement just TWS API. Thanks for all your videos.

  • @zaher6924
    @zaher6924 Před 2 lety +2

    Programming master, I wish you would make a video for a binary options bot and choose some conditions for candles to trade.You are the best at explaining it. I hope to apply the video on the QUOTEX platform 👍😘😘

    • @redsoxfan9046
      @redsoxfan9046 Před 2 lety +2

      US don't trade much binary options. I am more excited to see what algos Larry chooses for live trading on Quantconnect.

    • @zaher6924
      @zaher6924 Před 2 lety

      @@redsoxfan9046 My friend, through Quantconnect, we can also operate binary options trading robots. I am eager to explore binary options as well. I think this is a new and interesting topic.

    • @machdragon
      @machdragon Před 2 lety +3

      This seems like an awfully specific way to ask someone to do your homework😅Dive into the codebase and the documentation to learn it for yourself if you're actually trying to apply your knowledge

  • @Cavz001
    @Cavz001 Před 11 měsíci +1

    Hi Larry. Is it possible for someone to export a strategy from Quantconnect to deploy on another platform?

  • @DavidDji_1989
    @DavidDji_1989 Před 2 lety +1

    Does SPY auto compound the dividends ?

  • @Anirudhlohia1
    @Anirudhlohia1 Před 6 měsíci

    thank you for the video. Is there no way that i can run testing algorithm without pushing the code to the cloud?
    my client is happy to pay quant-connect for data but not necessarily push their code into quant-connect. any alternative solutions?

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem

    What about using a CNN Model to watch the Candle sticks and Data Charts and train in to only buy when its in a Bearish Market and Sell in a Bullish Market on loop basis within certain parameter prices and indicators. buying only when the asset hits a certain amount,Holds it, and sells when it when it rises, then buys only when it goes back down, Holds it unitl it reaches a certain parameter price and sells again when it rises and doing it all on a loop 24/7/365 all restricted with in certain parameters you put depending on the market

  • @user-tb3dj3km2p
    @user-tb3dj3km2p Před 5 měsíci

    Can I use price action trading with institutional trading strategies

  • @Zyvses
    @Zyvses Před 3 měsíci

    Im trying to run backtest but says make sure docker is installed and running error. The application is up and running on my desktop and ive installed it on visual studio. Is there something else im missing in regards to allowing it to backtest?

  • @anselumana2504
    @anselumana2504 Před 4 měsíci

    now 'lean init' is asking for login... isn't it open source and free to use even without a quantconnect cloud account?

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem

    where can i buy an existing algorithm? i asked chatpgt and i cant find the marketplace on my quantconnect account. there are free algorithms but i want to see a marketplace

  • @mesuterylmaz236
    @mesuterylmaz236 Před 2 lety +1

    hi Larry,
    if the algo fires a buy order at the end of the day’s close, it will not be executed since market is closed already. ????

    • @parttimelarry
      @parttimelarry  Před 2 lety +1

      I used Market On Close orders as described here: www.investopedia.com/terms/m/marketonclose.asp

  • @ArunSharma-bd8fw
    @ArunSharma-bd8fw Před 2 lety

    Can this take a webhook from trading view as part of a strat

  • @pragneshmistry6845
    @pragneshmistry6845 Před rokem

    Can be quantconnect use in google colab environment?

  • @3rdtwirl494
    @3rdtwirl494 Před rokem

    Can you help. Will any of this like git or lean have some thing for meta trader ?

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem

    i got this error underneath the announcements
    "please log in to your lean account" do i need an account with lean?

  • @todo667
    @todo667 Před 2 lety +1

    No Hummingbot then? Or is that coming later?

    • @parttimelarry
      @parttimelarry  Před 2 lety +2

      I did a lot of crypto last month so wanted to do something with equities before going back to hummingbot

    • @todo667
      @todo667 Před 2 lety

      @@parttimelarry Cool, not complaining. Was more curious if you found something that you didn't like about it and decided not to cover it after all.

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem

    do they sell only data set for the ML model?

  • @ajax0116
    @ajax0116 Před rokem

    how did you download the tutorial to your IDE?

  • @LeveragedFinance
    @LeveragedFinance Před 2 lety +1

    what mic do you use?

    • @parttimelarry
      @parttimelarry  Před 2 lety +2

      Using an Elgato Wave 3 now, early videos used a Blue Yeti

  • @caiusKeys
    @caiusKeys Před 2 lety

    Just bought a 3AC hat...

  • @C00ltronix
    @C00ltronix Před 8 měsíci +1

    Note that the Nightshares ETF closed down mid 2023 with losses. So much to the buy at close strategy ;-)

    • @parttimelarry
      @parttimelarry  Před 8 měsíci

      Yes, the code and test in this video showed that it would not work in practice, so this makes sense.

  • @ThinAirElon
    @ThinAirElon Před rokem

    why is it free on cloud ? do they want to steel your algo ?

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem

    all i see is data sets for sale for alot of organizations like the US SEC lol

  • @ramilali6190
    @ramilali6190 Před 3 měsíci

    Your background is tripping me out

  • @DeepFrydTurd
    @DeepFrydTurd Před rokem +1

    run lean cloud backtest trade-spy , the buy-close-sell-open gave me back an error. by the way your awesome Larry my dude i subcribed to your hacking markets page

  • @ihsanpro9406
    @ihsanpro9406 Před rokem

    I have a special requirement, can I use lean engine to send automated trade signals based on specific parameters such as mace rsi ? I want to receive webhook alert soon it finds a signal

  • @movrew
    @movrew Před 2 lety +2

    😌